Testing for unit rootsAndrew S. Downes, Hyginus Leon1987-01-01articleEconomics Letters199 citationsclosedNo readable copy stored yet — this record is metadata only.Monetary Policy and Economic ImpactForecasting Techniques and ApplicationsDiverse Scientific and Economic StudiesAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 199 citations exist upstream.References1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES1986On the Theory of Testing for Unit Roots in Observed Time Series2000Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of EnglandCited by2003Are CO2 Emission Levels Converging Among Industrial Countries?1988The persistence of abnormal returns2004Catching up or standing still?2009Current account patterns and national real estate markets2007Second Generation Panel Unit Root Tests2016Public Debt and Economic Growth in Ghana1999The Long-Run Relationship between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study1993Seasonality in macroeconomic time series