Testing for a unit root by frequency domain regression
type: Item
instance of: scholarly article
title: Testing for a unit root by frequency domain regression
zbMATH Open document ID: 0786.62090
DOI: 10.1016/0304-4076(93)90026-2
author: V. Pereyra
published in: Journal of Econometrics
publication date: 1994-02-16T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M15
zbMATH DE Number: 502944
zbMATH Keywords: testing for unit roots
zbMATH Keywords: autoregressive time series
zbMATH Keywords: spectral estimates
zbMATH Keywords: limit distributions
zbMATH Keywords: assumption of weakly stationary errors
zbMATH Keywords: consistency
zbMATH Keywords: Monte Carlo simulations
zbMATH Keywords: size
zbMATH Keywords: power
zbMATH Keywords: finite samples
zbMATH Keywords: frequency domain tests
zbMATH Keywords: time domain procedures
zbMATH Keywords: size distortion
zbMATH Keywords: negative serial correlation
MaRDI profile type: Publication
full work available at URL: 0304-4076(93)90026-2
OpenAlex ID: W1990379297
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description: scientific article; zbMATH DE number 502944