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ArticleDURBIN‐HAUSMAN TESTS FOR A UNIT ROOT

In Choi1992

Article1992

DURBIN‐HAUSMAN TESTS FOR A UNIT ROOT

60 citations·0/0 files stored·Oxford Bulletin of Economics and Statistics

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Monetary Policy and Economic Impact Spatial and Panel Data Analysis Diverse Scientific and Economic Studies

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1978Specification Tests in Econometrics 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 1990Asymptotic Properties of Residual Based Tests for Cointegration 1987Towards a Unified Asymptotic Theory for Autoregression 1988Statistical Inference in Regressions with Integrated Processes: Part 1

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1994Durbin-Hausman tests for cointegration 1999Testing the null of stationarity for multiple time series 2005Panel Cointegration Tests of the Fisher Hypothesis 1999Structural breaks in parallel markets?: the case of Nigeria, 1980–1993 1995Unbiased estimation as a solution to testing for random walks

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1993Testing for a unit root by frequency domain regressionarticle · 10 shared references 1994Chapter 46 Unit roots, structural breaks and trendschapter · 8 shared references 1992Testing for a unit root in time series using instrumental variable estimators with pretest data based model selectionarticle · 8 shared references 1994Testing for Unit Roots in Models with Structural Changearticle · 7 shared references 1994WHAT MACROECONOMISTS SHOULD KNOW ABOUT UNIT ROOTSarticle · 7 shared references 1996TESTS OF UNIT ROOTS AND COINTEGRATION HYPOTHESES IN ECONOMETRIC MODELSarticle · 7 shared references

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Year1992

Typearticle

Published1992-08-01

VenueOxford Bulletin of Economics and Statistics

ISSN-L0305-9049

Languageen

Citations60

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1111/j.1468-0084.1992.tb00003.x

openalex_workW1964149393

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