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Unit root tests: the autoregressive approach in comparison with the periodogram regression · Study

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ArticleUnit root tests: the autoregressive approach in comparison with the periodogram regression

Uwe Hassler1993

Article1993

Unit root tests: the autoregressive approach in comparison with the periodogram regression

17 citations·0/0 files stored·Statistical Papers

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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 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS 1987Time Series Regression with a Unit Root 1981Fractional Differencing

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1994Chapter 46 Unit roots, structural breaks and trendschapter · 12 shared references 1996Time-Series-Based Econometricsbook · 9 shared references 1991The search for equilibrium relationships in international finance: the case of the monetary modelarticle · 9 shared references 1995A fractional cointegration approach to empirical tests of PPP: New evidence and methodological implications from an application to the Taiwan/US dollar relationshiparticle · 9 shared references 2001Purchasing power parity in Brazil: a test for fractional cointegrationarticle · 9 shared references 1990COINTEGRATION AND UNIT ROOTSarticle · 8 shared references

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Year1993

Typearticle

Published1993-12-01

VenueStatistical Papers

ISSN-L0932-5026

Languageen

Citations17

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/bf02925528

openalex_workW2055048808

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