GLS detrending and unit root testing
From MaRDI portal
Publication:1934175
DOI10.1016/j.econlet.2007.03.016zbMath1255.62285OpenAlexW2035891992MaRDI QIDQ1934175
Publication date: 28 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2007.03.016
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
- Estimating the autocorrelated error model with trended data
- A modification of the Schmidt-Phillips unit root test
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors
- Trends versus Random Walks in Time Series Analysis
- Efficient Tests for an Autoregressive Unit Root
- Finite Sample Econometrics
This page was built for publication: GLS detrending and unit root testing