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Unit-roots test for time-series data with a linear time trend · Study

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ArticleUnit-roots test for time-series data with a linear time trend

Saïd E. Saïd1991

Article1991

Unit-roots test for time-series data with a linear time trend

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

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Monetary Policy and Economic Impact Time Series Analysis and Forecasting 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 1977Time Series Analysis: Forecasting and Control 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1979Distribution of the Estimators 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 1987Effects of model specification on tests for unit roots in macroeconomic data

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2011Unit root bootstrap tests under infinite variance

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2007Unit Root Testingchapter · 9 shared references 1996Time-Series Properties of Financial Series and Implications for Modelingarticle · 9 shared references 2004A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experimentarticle · 9 shared references 1990COINTEGRATION AND UNIT ROOTSarticle · 8 shared references 1997Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest ratearticle · 8 shared references 1994Chapter 46 Unit roots, structural breaks and trendschapter · 8 shared references

Details

Year1991

Typearticle

Published1991-02-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations14

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0304-4076(91)90104-l

openalex_workW1977360899

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