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Nelson-Plosser revisited: The ACF approach

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Title: Nelson-Plosser revisited: The ACF approach
Author(s): Abadir, KM
Caggiano, G
Talmain, G
Item Type: Journal Article
Publication Date: 1-Jul-2013
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
Publication Status: Published
Appears in Collections:Imperial College Business School



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