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Unit root testing in integer-valued AR(1) models · Study

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ArticleUnit root testing in integer-valued AR(1) models

Jörgen Hellström2001

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Articlegreen2001

Unit root testing in integer-valued AR(1) models

Jörgen Hellström

19 citations·0/0 files stored·Economics Letters

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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 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1981Testing For Unit Roots: 1 1988Asymptotic Normality, When Regressors Have a Unit Root 1985Testing the autoregressive parameter with the t statistic 1989A note on the distribution of the least squares estimator of a random walk with drift 1987Finite Sample Distributions oftandFStatistics in an AR(1) Model with Anexogenous Variable

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

1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Rootsarticle · 4 shared references 1989A Survey of Some Recent Econometric Methodsarticle · 4 shared references 1993Higher-order sample autocorrelations and the unit root hypothesisarticle · 4 shared references 2007Unit Root Testingchapter · 4 shared references 2011A class of simple distribution-free rank-based unit root testsarticle · 4 shared references 1992A DISTRIBUTION GENERATING EQUATION FOR UNIT‐ROOT STATISTICSarticle · 4 shared references

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Year2001

Typearticle

Published2001-01-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations19

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0165-1765(00)00344-x

openalex_workW2050607151

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