Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power
Year of publication: |
1995-05
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Authors: | Hansen, Bruce E. |
Institutions: | Department of Economics, Boston College |
Subject: | Time series modeling | unit roots |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in Econometric Theory, 1995, 11:1148-1172 The text is part of a series Boston College Working Papers in Economics Number 300. |
Classification: | B23 - Econometrics; Quantitative Studies ; B41 - Economic Methodology ; C22 - Time-Series Models |
Source: |
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