GLS detrending and unit root testing
type: Item
instance of: scholarly article
title: GLS detrending and unit root testing
zbMATH Open document ID: 1255.62285
author: Dimitrios V. Vougas
published in: Economics Letters
publication date: 2013-01-28T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 6131305
zbMATH Keywords: autoregressive estimator
zbMATH Keywords: power
MaRDI profile type: Publication
full work available at URL: j.econlet.2007.03.016
OpenAlex ID: W2035891992
cites work: Q5667897
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cites work: Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
cites work: Q5799101
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cites work: Estimating the autocorrelated error model with trended data
cites work: A modification of the Schmidt-Phillips unit root test
cites work: Finite Sample Econometrics
DOI: 10.1016/J.ECONLET.2007.03.016
description: scientific article; zbMATH DE number 6131305