Testing for Unit Roots: 2
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Publication:3702271
DOI10.2307/1910998zbMath0579.62014OpenAlexW1969405160MaRDI QIDQ3702271
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Publication date: 1984
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1910998
tablesleast squares estimatorordinary least squaresfirst order autoregressive processexact powersstandard normal approximationtesting for unit rootsrandom- walk hypothesisstability hypothesis
Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Exact distribution theory in statistics (62E15)
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