A note on the power of least squares tests for a unit root
- 1 January 1987
- journal article
- Published by Elsevier in Economics Letters
- Vol. 24 (3) , 249-252
- https://doi.org/10.1016/0165-1765(87)90125-x
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Variance Bounds Tests and Stock Price Valuation ModelsJournal of Political Economy, 1986
- On the Theory of Testing for Unit Roots in Observed Time SeriesThe Review of Economic Studies, 1986
- Empirical assessment of present value relationsEconometric Reviews, 1986
- Trends and random walks in macroeconmic time seriesJournal of Monetary Economics, 1982
- Distribution of the Estimators for Autoregressive Time Series With a Unit RootJournal of the American Statistical Association, 1979