Testing for a unit root in Japanese GNP
- 31 May 1992
- journal article
- Published by Elsevier in Japan and the World Economy
- Vol. 4 (1) , 17-37
- https://doi.org/10.1016/0922-1425(92)90023-j
Abstract
No abstract availableKeywords
Funding Information
- Ministry of Education, Culture, Sports, Science and Technology
This publication has 22 references indexed in Scilit:
- International Evidence on the Size of the Random Walk in OutputJournal of Political Economy, 1990
- Asymptotic Normality, When Regressors Have a Unit RootEconometrica, 1988
- How Big Is the Random Walk in GNP?Journal of Political Economy, 1988
- Testing for a unit root in time series regressionBiometrika, 1988
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance MatrixEconometrica, 1987
- Macroeconomic time-series, business cycles and macroeconomic policiesCarnegie-Rochester Conference Series on Public Policy, 1985
- Time to Build and Aggregate FluctuationsEconometrica, 1982
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit RootEconometrica, 1981
- Spurious Periodicity in Inappropriately Detrended Time SeriesEconometrica, 1981
- A Note on Trend Removal Methods: The Case of Polynomial Regression versus Variate DifferencingEconometrica, 1977