TESTING FOR UNIT ROOTS USING FORWARD AND REVERSE DICKEY-FULLER REGRESSIONS
Author:
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.1468-0084.1995.tb00040.x/fullpdf
Reference5 articles.
1. ‘Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root’;Dickey;Econometrica,1981
2. ‘Trends and Random Walks in Macro-economic Time Series’;Nelson;Journal of Monetary Economics,1982
3. ‘Testing for a Unit Root in Time Series Regression’;Phillips;Biometrika,1988
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