The Phillips unit root tests for polynomials of integrated processes revisited (Q1730179): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Q4002114
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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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+Q4727203
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+A FIXED-<i>b</i> PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS
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+The Phillips unit root tests for polynomials of integrated processes
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+COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE
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