Testing for Unit Roots in Monthly Time Series

DOI10.1111/1467-9892.00096zbMath0915.62077OpenAlexW2072625151MaRDI QIDQ3838309

A. M. Robert Taylor

Publication date: 9 August 1998

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00096

zbMATH Keywords

time seriestesting for unit rootsUS unemployment rateCanadian industrial production

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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