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ArticleTesting for unit roots using the augmented Dickey-Fuller test

RICHARD I. D. HARRIS1992

Article1992

Testing for unit roots using the augmented Dickey-Fuller test

RICHARD I. D. HARRIS

149 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Diverse Scientific and Economic Studies

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References

1988Testing for a Unit Root in Time Series Regression 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order 1987Time Series Regression with a Unit Root 1988Trends and random walks in macroeconomic time series 1988Tests For Unit Roots: A Monte Carlo Investigation 1991Optimal Inference in Cointegrated Systems 1989Tests for Unit Roots: A Monte Carlo Investigation

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1992Small Sample Testing For Unit Roots†article · 9 shared references 1990COINTEGRATION AND UNIT ROOTSarticle · 8 shared references 2004A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experimentarticle · 8 shared references 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Rootsarticle · 7 shared references 1997Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest ratearticle · 7 shared references 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Rootsarticle · 7 shared references

Details

Year1992

Typearticle

Published1992-04-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations149

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0165-1765(92)90022-q

openalex_workW1522700451

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