Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection
type: Item
instance of: scholarly article
title: Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection
zbMATH Open document ID: 0803.62100
DOI: 10.1016/0304-4076(92)90107-3
published in: Journal of Econometrics
publication date: 1993-02-04T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 110407
zbMATH Keywords: Pantula-Hall tests
zbMATH Keywords: Dickey-Fuller distributions
zbMATH Keywords: asymptotic distribution
zbMATH Keywords: unit root tests
zbMATH Keywords: local power properties
author: Alastair Hall
describes a project that uses: nlmdl
MaRDI profile type: Publication
full work available at URL: 0304-4076(92)90107-3
OpenAlex ID: W2032841637
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description: scientific article; zbMATH DE number 110407