Testing for a unit root in time series regression

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Publication:3787332

DOI10.1093/BIOMET/75.2.335zbMath0644.62094OpenAlexW2097580026WikidataQ56851877 ScholiaQ56851877MaRDI QIDQ3787332

Peter C. B. Phillips, Pierre Perron

Publication date: 1988

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d07/d0795-r.pdf




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