ARE THERE UNIT ROOTS IN REAL ECONOMIC VARIABLES? (AN ENCOMPASSING ANALYSIS OF DIFFERENCE AND TREND STATIONARITY)
- 1 June 1995
- journal article
- Published by Springer Nature in The Japanese Economic Review
- Vol. 46 (2) , 166-190
- https://doi.org/10.1111/j.1468-5876.1995.tb00010.x
Abstract
No abstract availableKeywords
This publication has 21 references indexed in Scilit:
- Testing for the stationarity and the stability of equilibriumPublished by Cambridge University Press (CUP) ,2008
- Time Series AnalysisPublished by Walter de Gruyter GmbH ,1994
- Testing the null hypothesis of stationarity against the alternative of a unit rootJournal of Econometrics, 1992
- The Encompassing Principle and its Application to Testing Non-Nested HypothesesEconometrica, 1986
- Statistical Decision Theory and Bayesian AnalysisPublished by Springer Nature ,1985
- Trends and random walks in macroeconmic time seriesJournal of Monetary Economics, 1982
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit RootEconometrica, 1981
- Distribution of the Estimators for Autoregressive Time Series With a Unit RootJournal of the American Statistical Association, 1979
- Properties of Sequences of Partial Sums of Polynomial Regression Residuals with Applications to Tests for Change of Regression at Unknown TimesThe Annals of Statistics, 1978
- Statistical Analysis of Stationary Time SeriesPhysics Today, 1957