Testing for unit roots: An empirical investigation
- 31 December 1987
- journal article
- Published by Elsevier in Economics Letters
- Vol. 24 (3) , 231-235
- https://doi.org/10.1016/0165-1765(87)90122-4
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLESOxford Bulletin of Economics and Statistics, 1986
- On the Theory of Testing for Unit Roots in Observed Time SeriesThe Review of Economic Studies, 1986
- 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