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A DISTRIBUTION GENERATING EQUATION FOR UNIT‐ROOT STATISTICS · Study

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ArticleA DISTRIBUTION GENERATING EQUATION FOR UNIT‐ROOT STATISTICS

Karim Maher Abadir1992

Article1992

A DISTRIBUTION GENERATING EQUATION FOR UNIT‐ROOT STATISTICS

Karim Maher Abadir

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

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Monetary Policy and Economic Impact Complex Systems and Time Series Analysis 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 1987Time Series Regression with a Unit Root 1987Towards a Unified Asymptotic Theory for Autoregression 1981Testing For Unit Roots: 1 1984Testing for Unit Roots: 2

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1995The Limiting Distribution of the t Ratio Under a Unit Rootarticle · 9 shared references 1993On the Asymptotic Power of Unit Root Testsarticle · 9 shared references 2007Unit Root Testingchapter · 9 shared references 1993Ols Bias in a Nonstationary Autoregressionarticle · 8 shared references 1994Chapter 46 Unit roots, structural breaks and trendschapter · 7 shared references 1999An aggregate import demand function for Bangladesh: a cointegration approacharticle · 7 shared references

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Year1992

Typearticle

Published1992-08-01

VenueOxford Bulletin of Economics and Statistics

ISSN-L0305-9049

Languageen

Citations18

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1111/j.1468-0084.1992.tb00004.x

openalex_workW2021409705

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