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Testing For Unit Roots: 1 · Study

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ArticleTesting For Unit Roots: 1

G. B. A. Evans1981

Article1981

Testing For Unit Roots: 1

G. B. A. Evans · N. E. Savin

398 citations·0/0 files stored·Econometrica

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Monetary Policy and Economic Impact Economic theories and models Diverse Scientific and Economic Studies

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 2000Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England

Cited by

1989The size and power of the variance ratio test in finite samples 2004Small sample properties of forecasts from autoregressive models under structural breaks 1985Testing the random walk hypothesis 1988The persistence of abnormal returns 1997Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate 1997The Coast–Noncoast Income Gap, Productivity, and Regional Economic Policy in China 1986Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?1986Do we reject too often?

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Details

Year1981

Typearticle

Published1981-05-01

VenueEconometrica

ISSN-L0012-9682

Languageen

Citations398

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2307/1911521

openalex_workW2071993552

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