A Powerful Test for Linearity When the Order of Integration is Unknown

By David I. Harvey, S. Leybourne, Bin Xiao. 2007

192 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/b87ee53143c657451bc1e4706bfa27bae01b4e3c