Testing for unit roots with stationary covariates
From MaRDI portal
Publication:1810679
DOI10.1016/S0304-4076(03)00093-9zbMath1013.62090MaRDI QIDQ1810679
Graham Elliott, Michael Jansson
Publication date: 9 June 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(03)00093-9
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F03: Parametric hypothesis testing
62H15: Hypothesis testing in multivariate analysis
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