A chi-square test for a unit root
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Publication:756896
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Cites work
- A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
- Contributions to Central Limit Theory for Dependent Variables
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Invariance principles for dependent variables
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- Nonlinear Regression with Dependent Observations
- Testing for a unit root in time series regression
- Testing for unit roots in autoregressive-moving average models of unknown order
- Time Series Regression with a Unit Root
Cited in
(4)- Testing stationarity and trend stationarity against the unit root hypothesis
- Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
- A consistent test for the null of stationarity against the alternative of a unit root
- An inverted beta approximation to a MPI unit root test
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