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Testing for a Unit Root in the Presence of a Maintained Trend · Study

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ChapterTesting for a Unit Root in the Presence of a Maintained Trend

Sam Ouliaris1989

Chapter1989

Testing for a Unit Root in the Presence of a Maintained Trend

Sam Ouliaris · Joon Young Park · Peter C.B. Phillips

129 citations·0/0 files stored·Advanced studies in theoretical and applied econometrics

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Monetary Policy and Economic Impact Unemployment and Economic Growth Diverse Scientific and Economic Studies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 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 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 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

2007Commodity Prices and Unit Root Tests 2006Non-renewable resource prices: Deterministic or stochastic trends?1989A Survey of Some Recent Econometric Methods 2014Unit‐Root Tests 1996Time-Series-Based Econometrics 1992International evidence on persistence in output in the presence of an episodic change

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1994Chapter 46 Unit roots, structural breaks and trendschapter · 14 shared references 1996Time-Series-Based Econometricsbook · 13 shared references 1990COINTEGRATION AND UNIT ROOTSarticle · 12 shared references 1992COINTEGRATION AND DYNAMIC TIME SERIES MODELSarticle · 12 shared references 1992Co-integration and trend-stationarity in macroeconomic time seriesarticle · 12 shared references 1989A Survey of Some Recent Econometric Methodsarticle · 11 shared references

Details

Year1989

Typechapter

Published1989-01-01

VenueAdvanced studies in theoretical and applied econometrics

ISSN-L1570-5811

Languageen

Citations129

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/978-94-015-7819-6_2

openalex_workW1588003782

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2012

A non-linear approach with long range dependence based on chebyshev polynomials

1997Trends in Natural Resource Commodity Prices: Deterministic or Stochastic?