Unit Root Tests Based on Instrumental Variables Estimation

1 May 1994

journal article
Published by JSTOR in International Economic Review

Vol. 35 (2) , 449
https://doi.org/10.2307/2527063

Abstract

This paper develops new tests of the unit root hypothesis, based on instrumental variables estimation. The tests are asymptotically valid in the presence of mov...

Keywords

INSTRUMENTAL VARIABLES
VARIABLES ESTIMATION
TESTS BASED
UNIT ROOT TESTS

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