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ArticleGLS detrending and unit root testing

Dimitrios V. Vougas2007

Article2007

GLS detrending and unit root testing

Dimitrios V. Vougas

32 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Advanced Statistical Methods and Models Diverse Scientific and Economic Studies

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1996Efficient Tests for an Autoregressive Unit Root 1992Efficient Tests for an Autoregressive Unit Root 1992LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*1988Trends versus Random Walks in Time Series Analysis 1999Efficient Tests for a Unit Root When the Initial Observation is Drawn From Its Unconditional Distribution 1997Estimating Deterministic Trends in the Presence of Serially Correlated Errors

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2003Alternative estimators and unit root tests for seasonal autoregressive processesarticle · 7 shared references 1994Chapter 46 Unit roots, structural breaks and trendschapter · 6 shared references 1997Estimating Deterministic Trends in the Presence of Serially Correlated Errorsarticle · 6 shared references 2011The Flexible Fourier Form and Local Generalised Least Squares De‐trended Unit Root Tests *article · 6 shared references 2002Regression-Based Unit Root Tests With Recursive Mean Adjustment for Seasonal and Nonseasonal Time Seriesarticle · 6 shared references 2006Efficient tests of the seasonal unit root hypothesisarticle · 6 shared references

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Year2007

Typearticle

Published2007-06-30

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations32

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.econlet.2007.03.016

openalex_workW2035891992

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