Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection

• 1 October 1994
• journal article
• Published by JSTOR in Journal of Business & Economic Statistics
• Vol. 12  (4) , 461
• https://doi.org/10.2307/1392214

Abstract

Keywords

• MODEL SELECTION
• TIME SERIES
• TESTING FOR A UNIT
• PRETEST DATA
• UNIT ROOT
• DATA BASED