Unit root testing based on BLUS residuals (Q947206): Difference between revisions

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+A Note on the Derivation of Theil's Blus Residuals
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Efficient Tests for an Autoregressive Unit Root
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+On Theil's errors
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+A modification of the Schmidt-Phillips unit root test
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+GLS detrending and unit root testing
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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