Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties

Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties
Author: Perron, Pierre
Publisher: Montréal : Dép. de sciences économiques, Université de Montréal
Total Pages: 32
Release: 1994
Genre:
ISBN:


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Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties
Language: en
Pages: 32
Authors: Perron, Pierre
Categories:
Type: BOOK - Published: 1994 - Publisher: Montréal : Dép. de sciences économiques, Université de Montréal

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Properties of Unit Root Tests with Heterogeneous and Dependent Errors
Language: en
Pages: 238
Authors: Kiwhan Kim
Categories: Economic forecasting
Type: BOOK - Published: 1990 - Publisher:

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Unit Root Tests in Time Series Volume 1
Language: en
Pages: 676
Authors: K. Patterson
Categories: Business & Economics
Type: BOOK - Published: 2011-02-25 - Publisher: Springer

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Testing for a unit root is now an essential part of time series analysis. This volume provides a critical overview and assessment of tests for a unit root in ti
A Primer for Unit Root Testing
Language: en
Pages: 301
Authors: K. Patterson
Categories: Business & Economics
Type: BOOK - Published: 2010-03-31 - Publisher: Springer

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This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides
Almost All about Unit Roots
Language: en
Pages: 301
Authors: In Choi
Categories: Business & Economics
Type: BOOK - Published: 2015-05-07 - Publisher: Cambridge University Press

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Many economic theories depend on the presence or absence of a unit root for their validity, and econometric and statistical theory undergo considerable changes