Is there a unit root in U.S. real GNP?

DOI10.1016/0165-1765(94)90052-3zbMath0800.62787OpenAlexW1602941090MaRDI QIDQ1327987

H. Naci Mocan

Publication date: 3 July 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)90052-3

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites Work

• Trends and random walks in macroeconomic time series
• Testing for unit roots in autoregressive-moving average models of unknown order
• Testing for a unit root in time series regression
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• Understanding Unit Rooters: A Helicopter Tour
• Integration Versus Trend Stationary in Time Series
• Time Series Regression with a Unit Root
• The Effects of Seat Belt Legislation on British Road Casualties: A Case Study in Structural Time Series Modelling

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