Testing For Unit Roots: 1
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Publication:3921978
DOI10.2307/1911521zbMath0468.62021OpenAlexW2071993552MaRDI QIDQ3921978
No author found.
Publication date: 1981
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911521
least squares estimatorstochastic difference equationpower functionsrandom walk hypothesistesting for unit roots
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Exact distribution theory in statistics (62E15) Economic time series analysis (91B84)
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