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Unbiased estimation as a solution to testing for random walks · Study

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ArticleUnbiased estimation as a solution to testing for random walks

Karim Maher Abadir1995

Article1995

Unbiased estimation as a solution to testing for random walks

Karim Maher Abadir

15 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Diverse Scientific and Economic Studies

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1981Likelihood Ratio Statistics 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 1993The Limiting Distribution of the Autocorrelation Coefficient under a Unit Root 1993Ols Bias in a Nonstationary Autoregression 1992DURBIN‐HAUSMAN TESTS FOR A UNIT ROOT 1993On the Asymptotic Power of Unit Root Tests

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2000Quantiles for t-statistics based on M-estimators of unit roots

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1993On the Asymptotic Power of Unit Root Testsarticle · 5 shared references 2007Testing for unit root processes in random coefficient autoregressive modelsarticle · 5 shared references 1992A DISTRIBUTION GENERATING EQUATION FOR UNIT‐ROOT STATISTICSarticle · 5 shared references 1989The size and power of the variance ratio test in finite samplesarticle · 4 shared references 1985Testing the random walk hypothesisarticle · 4 shared references 1997Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest ratearticle · 4 shared references

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Year1995

Typearticle

Published1995-03-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations15

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0165-1765(94)00567-l

openalex_workW2054842227

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