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Testing for unit roots in autoregressive moving average models · Study

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ArticleTesting for unit roots in autoregressive moving average models

Sastry Gouripathi Pantula1991

Article1991

Testing for unit roots in autoregressive moving average models

Sastry Gouripathi Pantula · Alastair R. Hall

119 citations·0/0 files stored·Journal of Econometrics

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

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes 1982Trends and random walks in macroeconmic time series 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order 1987Time Series Regression with a Unit Root

Cited by

2001Widening differences in Italian regional unemployment 1998Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors 1996Time-Series-Based Econometrics 1989Trends and Cycles in British Industrial Production, 1700-1913 1993Asymptotic Normality of the Least-Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications

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1990COINTEGRATION AND UNIT ROOTSarticle · 10 shared references 1995Testing the stationarity of economic time series: further Monte Carlo evidencearticle · 10 shared references 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Rootsarticle · 9 shared references 1987Effects of model specification on tests for unit roots in macroeconomic dataarticle · 9 shared references 1997Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest ratearticle · 9 shared references 1996Time-Series-Based Econometricsbook · 9 shared references

Details

Year1991

Typearticle

Published1991-06-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations119

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0304-4076(91)90067-n

openalex_workW1534853027

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2011Electricity Consumption and Economic Growth: Trivariate investigation in Botswana with Capital Formation

1995Estimation and Testing for Unit Roots in a Partially Nonstationary Vector Autoregressive Moving Average Model

1999Are Tax Effects Important in the Long‐Run Fisher Relationship? Evidence from the Municipal Bond Market