Prewhitened unit root test

DOI10.1016/0165-1765(94)90126-0MaRDI QIDQ1331514zbMATH OpenOpenAlexFDO

Authors Koichi Maekawa

Publication date 8 November 1999

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(94)90126-0

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites work

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• Testing for a unit root in time series regression
• Time Series Regression with a Unit Root

Cited in

(1)

• Testing for unit roots in time series with nearly deterministic seasonal variation

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