Testing for unit roots with stationary covariates
type: Item
instance of: scholarly article
title: Testing for unit roots with stationary covariates
zbMATH Open document ID: 1013.62090
DOI: 10.1016/S0304-4076(03)00093-9
author: Graham Elliott
author: Michael Jansson
published in: Journal of Econometrics
publication date: 2003-06-09T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1924795
zbMATH Keywords: unit roots
zbMATH Keywords: power envelopes
zbMATH Keywords: structural vector autoregressions
MaRDI profile type: Publication
cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root
cites work: Efficient Tests for an Autoregressive Unit Root
cites work: Statistical analysis of cointegration vectors
cites work: Robust tests for spherical symmetry and their application to least squares regression
full work available at URL: s0304-4076(03)00093-9
OpenAlex ID: W1866415339
description: scientific article; zbMATH DE number 1924795