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Unbiased estimation as a solution to testing for random walks

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
1981Testing For Unit Roots: 1398 cited
1993The Limiting Distribution of the Autocorrelation Coefficient under a Unit Root94 cited
1993Ols Bias in a Nonstationary Autoregression68 cited
1992DURBIN‐HAUSMAN TESTS FOR A UNIT ROOT60 cited
1993On the Asymptotic Power of Unit Root Tests50 cited

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2000Quantiles for t-statistics based on M-estimators of unit roots14 cited

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