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Unit root tests in the presence of uncertainty about the non-stochastic trend · Study

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ArticleUnit root tests in the presence of uncertainty about the non-stochastic trend

Leila Ayat2000

Article2000

Unit root tests in the presence of uncertainty about the non-stochastic trend

Leila Ayat · Peter Burridge

70 citations·0/0 files stored·Journal of Econometrics

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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 1996Efficient Tests for an Autoregressive Unit Root 1992Efficient Tests for an Autoregressive Unit Root 1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection 1990COINTEGRATION AND UNIT ROOTS 1992Integration Versus Trend Stationary in Time Series

Cited by

2020In Search of a Job: Forecasting Employment Growth Using Google Trends 2006Interrelationships among stock prices of Taiwan and Japan and NTD/Yen exchange rate 2007Unreal exchange rates: a simulation‐based approach to adjust misleading PPP estimates 2004Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification 2010Deterministic or Stochastic Trend 2007Unit Root Testing

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Year2000

Typearticle

Published2000-03-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations70

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0304-4076(99)00030-5

openalex_workW2072443345

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2011Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices

2005Non-stationarity Tests in Macroeconomic Time Series