Testing for a unit root by frequency domain regression
- 31 October 1993
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 59 (3) , 263-286
- https://doi.org/10.1016/0304-4076(93)90026-2
Abstract
No abstract availableKeywords
This publication has 16 references indexed in Scilit:
- Testing for a unit root in the presence of moving average errorsBiometrika, 1989
- Statistical Inference in Regressions with Integrated Processes: Part 1Econometric Theory, 1988
- Limiting Distributions of Least Squares Estimates of Unstable Autoregressive ProcessesThe Annals of Statistics, 1988
- Unit Roots in Time Series Models: Tests and ImplicationsThe American Statistician, 1986
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit RootEconometrica, 1981
- Exact Maximum Likelihood Methods for Dynamic Regressions and Band Spectrum RegressionsInternational Economic Review, 1980
- Distribution of the Estimators for Autoregressive Time Series With a Unit RootJournal of the American Statistical Association, 1979
- The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous VariablesInternational Economic Review, 1977
- Some Finite Sample Properties of Spectral Estimators of a Linear RegressionEconometrica, 1976
- The asymptotic theory of linear time-series modelsJournal of Applied Probability, 1973