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Tests for unit roots : a Monte Carlo investigation
Schwert, George William - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 5-17
Persistent link: https://www.econbiz.de/10001639864
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Determining the order of differencing in autoregressive processes
Dickey, David A.; Pantula, Sastry G. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 18-24
Persistent link: https://www.econbiz.de/10001639870
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Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric; Andrews, Donald W. K. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10001639874