The Phillips unit root tests for polynomials of integrated processes
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Publication:429160
DOI10.1016/j.econlet.2011.11.006zbMath1252.91070OpenAlexW2034287698MaRDI QIDQ429160
Publication date: 26 June 2012
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2003/37119
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)
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COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE ⋮ The Phillips unit root tests for polynomials of integrated processes revisited
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