On testing for unit roots and the initial observation
- 1 March 2005
- journal article
- Published by Oxford University Press (OUP) in The Econometrics Journal
- Vol. 8 (1) , 97-111
- https://doi.org/10.1111/j.1368-423x.2005.00154.x
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Tests for Unit Roots and the Initial ConditionEconometrica, 2003
- LAG Length Selection and the Construction of Unit Root Tests with Good Size and PowerEconometrica, 2001
- Efficient Tests for a Unit Root When the Initial Observation is Drawn From Its Unconditional DistributionInternational Economic Review, 1999
- Efficient Tests for an Autoregressive Unit RootEconometrica, 1996
- Towards a unified asymptotic theory for autoregressionBiometrika, 1987