DURBIN-HAUSMAN TESTS FOR A UNIT ROOT-Reference-Cited by-同舟云学术

DURBIN-HAUSMAN TESTS FOR A UNIT ROOT

Published:1992-08 Issue:3 Volume:54 Page:289-304
ISSN:0305-9049
Container-title:Oxford Bulletin of Economics and Statistics
language:en
Short-container-title:

Author:

Choi In

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-0084.1992.tb00003.x/fullpdf

Reference31 articles.

1. Abadir , K. M. 1990 The Limiting Distribution of a Functional of a Wiener Process manuscript, Department of Economics, The American University of Cairo

2. Limiting Distributions of Least Squares Estimates of Unstable Autoregressive Processes;Chan;Annals of Statistics,1988

3. Choi , I. 1990 The Durbin-Hausman Tests for a Unit Root When Errors Are Serially Correlated Working Paper No. 91-10, Department of Economics, The Ohio State University

4. Choi , I. Phillips , P. C. B. 1989 Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains Cowles Foundation Discussion Paper No. 899, Yale University

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