Unit-roots test for time-series data with a linear time trend

DOI10.1016/0304-4076(91)90104-LzbMath0733.62099OpenAlexW1977360899MaRDI QIDQ809530

Saïd E. Saïd

Publication date: 1991

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(91)90104-l

zbMATH Keywords

percentileslimit distributionautoregressive, moving-average modelslinear time trend termtests for nonstationarityTime-series modelsunit-roots test

Mathematics Subject Classification ID

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

Related Items

Power of the Lagrange multiplier test for testing an autoregressive unit root ⋮ Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate ⋮ Unit root bootstrap tests under infinite variance ⋮ Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends

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