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Testing for a unit root in time series regression

Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335-346.

Type
Journal article
Intellectual base
Primary research
Year
1988
Link
https://doi.org/10.1093/biomet/75.2.335matched
Cited from
statistics_experimental_design

Cited by

1 citation across 1 artifact.

Each citation links to the sentence it supports in the citing article.

Primes

  • Stationarity

    • This sourcePhillips-Perron unit root test stationarity robust.

Verification

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Registry ID ref:13dd3737d240 · see in the full table