Nelson-Plosser revisited: the ACF approach

File(s)

Journal of Econometrics_175_1_2013.pdf (397.79 KB)

Accepted version

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Author(s)

Abadir, KM

Caggiano, G

Talmain, G

Type

Journal Article

Date Issued

2013

Citation

Journal of Econometrics, 2013, 175, pp.22-34

URI

http://hdl.handle.net/10044/1/15603

DOI

http://dx.doi.org/10.1016/j.jeconom.2013.02.006

ISSN

0304-4076

Publisher

ELSEVIER SCIENCE SA

Start Page

22

End Page

34

Journal / Book Title

Journal of Econometrics

Volume

175

Issue

1

Copyright Statement

Copyright © 2013 Published by Elsevier Inc. NOTICE: this is the author’s version of a work that was accepted for publication in Journal of Econometrics. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Journal of Econometrics, 175(1), 2013. DOI:10.1016/j.jeconom.2013.02.006

License URL

http://www.rioxx.net/licenses/all-rights-reserved

Identifier

http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000319371300002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202

Publication Status

Published