Unit root tests in the presence of uncertainty about the non-stochastic trend
type: Item
instance of: scholarly article
title: Unit root tests in the presence of uncertainty about the non-stochastic trend
zbMATH Open document ID: 1125.62330
DOI: 10.1016/S0304-4076(99)00030-5
author: Leila Ayat
author: Peter Burridge
published in: Journal of Econometrics
publication date: 2000-03-23T00:00:00Z
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1423254
MaRDI profile type: Publication
cites work: Integration Versus Trend Stationary in Time Series
cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root
cites work: Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
cites work: Efficient Tests for an Autoregressive Unit Root
cites work: Q3247497
cites work: Trend Function Hypothesis Testing in the Presence of Serial Correlation
cites work: A note on the power of least squares tests for a unit root
Wikidata QID: Q127571363
description: scientific article; zbMATH DE number 1423254