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A modification of the Schmidt-Phillips unit root test · Study

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ArticleA modification of the Schmidt-Phillips unit root test

Peter Schmidt1991

Article1991

A modification of the Schmidt-Phillips unit root test

Peter Schmidt · Junsoo Lee

41 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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1988Testing for a Unit Root in Time Series Regression

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2001A Panic Attack on Unit Roots and Cointegration 2005Une synthèse des tests de racine unitaire sur données de panel 2007GLS detrending and unit root testing 1996Alternative methods of detrending and the power of unit root tests 2014Improved likelihood ratio tests for cointegration rank in the VAR model

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Year1991

Typearticle

Published1991-07-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations41

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0165-1765(91)90034-i

openalex_workW2073986486

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