A critique of the application of unit root tests
type: Item
instance of: scholarly article
title: A critique of the application of unit root tests
zbMATH Open document ID: 0722.62060
DOI: 10.1016/0165-1889(91)90013-Q
author: John H. Cochrane
publication date: 1991-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 4190960
zbMATH Keywords: time series
zbMATH Keywords: stationary series
zbMATH Keywords: random walk
zbMATH Keywords: test for unit roots
zbMATH Keywords: trend stationarity
zbMATH Keywords: power
zbMATH Keywords: likelihood functions
zbMATH Keywords: autocorrelation functions
zbMATH Keywords: unit root processes
zbMATH Keywords: finite samples
MaRDI profile type: Publication
cites work: Are Output Fluctuations Transitory?
cites work: Multivariate estimates of the permanent components of GNP and stock prices
cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root
cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing
cites work: Spurious Periodicity in Inappropriately Detrended Time Series
cites work: Time Series Regression with a Unit Root
cites work: Testing for cointegration using principal components methods
cites work: Q3795435
cites work: Testing for unit roots in autoregressive-moving average models of unknown order
cites work: Testing for Common Trends
full work available at URL: 0165-1889(91)90013-q
OpenAlex ID: W2142506490
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 4190960