Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (Q1372921): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate	scientific article

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instance of

scholarly article

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title

Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (English)

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author

Herman J. Bierens

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published in

Journal of Econometrics

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publication date

26 September 2000

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zbMATH Keywords

nonlinear trend

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unit root

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Chebyshev polynomials

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MaRDI profile type

MaRDI publication profile

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cites work

Higher-order sample autocorrelations and the unit root hypothesis

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Topics in Advanced Econometrics

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Testing stationarity and trend stationarity against the unit root hypothesis

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Q5560061

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Q4137964

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Distribution of the Estimators for Autoregressive Time Series With a Unit Root

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Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

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Testing for Unit Roots in Seasonal Time Series

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Testing For Unit Roots: 1

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Testing for Unit Roots: 2

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Q4124141

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Q5678345

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Mirror image distributions and the Dickey-Fuller regression with a maintained trend

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A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence

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A chi-square test for a unit root

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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

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Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag

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Trends and random walks in macroeconomic time series

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The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

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Time Series Regression with a Unit Root

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Testing for a unit root in time series regression

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Unit-roots test for time-series data with a linear time trend

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Testing for unit roots in autoregressive-moving average models of unknown order

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Identifiers

zbMATH Open document ID

0944.62116

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DOI

10.1016/S0304-4076(97)00033-X

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1372921

@@ Property / cites work @@
+Higher-order sample autocorrelations and the unit root hypothesis
+Normal rank
@@ Property / cites work @@
+Topics in Advanced Econometrics
@@ Property / cites work: Topics in Advanced Econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Testing stationarity and trend stationarity against the unit root hypothesis
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4137964
@@ Property / cites work: Q4137964 / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
+Normal rank
@@ Property / cites work @@
+Testing for Unit Roots in Seasonal Time Series
@@ Property / cites work: Testing for Unit Roots in Seasonal Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Testing For Unit Roots: 1
@@ Property / cites work: Testing For Unit Roots: 1 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for Unit Roots: 2
@@ Property / cites work: Testing for Unit Roots: 2 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4124141
@@ Property / cites work: Q4124141 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5678345
@@ Property / cites work: Q5678345 / rank @@
+Normal rank
@@ Property / cites work @@
+Mirror image distributions and the Dickey-Fuller regression with a maintained trend
+Normal rank
@@ Property / cites work @@
+A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence
+Normal rank
@@ Property / cites work @@
+A chi-square test for a unit root
@@ Property / cites work: A chi-square test for a unit root / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
+Normal rank
@@ Property / cites work @@
+Trends and random walks in macroeconomic time series
+Normal rank
@@ Property / cites work @@
+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
+Normal rank
@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+Unit-roots test for time-series data with a linear time trend
+Normal rank
@@ Property / cites work @@
+Testing for unit roots in autoregressive-moving average models of unknown order
+Normal rank