Testing for a unit root by frequency domain regression-Reference-Cited by-同舟云学术

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Testing for a unit root by frequency domain regression

Published:1993-10 Issue:3 Volume:59 Page:263-286
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Choi In,Phillips Peter C.B.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference31 articles.

1. Limiting distributions of least squares estimates of unstable autoregressive processes;Chan;Annals of Statistics,1988

2. Unit root tests or coin tosses for time series with autoregressive errors?;DeJong,1989

Cited by 18 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. SPECTRAL FINANCIAL ECONOMETRICS;Econometric Theory;2022-04-06

2. Asymptotic theory for a stochastic unit root model;Communications in Statistics - Theory and Methods;2020-05-18

3. Asymptotic Theory for a Stochastic Unit Root Model with Intercept and Under Mis-Specification of Intercept;Methodology and Computing in Applied Probability;2020-04-01

4. Wavelet variance ratio cointegration test and wavestrapping;Journal of Multivariate Analysis;2019-05

5. Unit Roots;The New Palgrave Dictionary of Economics;2018

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