Testing for a unit root in time series regression

PHILLIPS, PETER C. B.; Perron, Pierre

doi:10.1093/biomet/75.2.335

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Testing for a unit root in time series regression

Author(s): PETER C. B. PHILLIPS , PIERRE PERRON

Publication date Created: 1988

Publication date (Print): 1988

Journal: Biometrika

Publisher: Oxford University Press (OUP)

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Title: Biometrika

Abbreviated Title: Biometrika

Publisher: Oxford University Press (OUP)

ISSN (Print): 0006-3444

ISSN (Electronic): 1464-3510

Publication date Created: 1988

Publication date (Print): 1988

Volume: 75

Issue: 2

Pages: 335-346

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DOI: 10.1093/biomet/75.2.335

SO-VID: d800eb71-d137-4966-9606-55ac82dc8258

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Testing for a unit root in time series regression

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