Prewhitened unit root test

DOI10.1016/0165-1765(94)90126-0zbMath0925.62515OpenAlexW2073569171MaRDI QIDQ1331514

Koichi Maekawa

Publication date: 8 November 1999

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

Full work available at URL: https://doi.org/10.1016/0165-1765(94)90126-0

Mathematics Subject Classification ID

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

Related Items (1)

Testing for unit roots in time series with nearly deterministic seasonal variation

Cites Work

• Unnamed Item
• Testing for a unit root in time series regression
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Time Series Regression with a Unit Root

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