A critique of the application of unit root tests
- 1 April 1991
- journal article
- Published by Elsevier in Journal of Economic Dynamics and Control
- Vol. 15 (2) , 275-284
- https://doi.org/10.1016/0165-1889(91)90013-q
Abstract
No abstract availableKeywords
This publication has 19 references indexed in Scilit:
- Unit roots in real GNP: Do we know, and do we care?Carnegie-Rochester Conference Series on Public Policy, 1990
- How Big Is the Random Walk in GNP?Journal of Political Economy, 1988
- Multivariate estimates of the permanent components of GNP and stock pricesJournal of Economic Dynamics and Control, 1988
- Permanent and Temporary Components of Stock PricesJournal of Political Economy, 1988
- Are Output Fluctuations Transitory?The Quarterly Journal of Economics, 1987
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987
- Unit Roots in Time Series Models: Tests and ImplicationsThe American Statistician, 1986
- The observable implications of self-fulfilling expectationsJournal of Monetary Economics, 1985
- A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’Journal of Monetary Economics, 1981
- Distribution of the Estimators for Autoregressive Time Series With a Unit RootJournal of the American Statistical Association, 1979