Open AccessTesting for a Unit Root in Time Series Regression
Author(s) -
Peter C.B. Phillips,
Pierre Perrón
Publication year - 1988
Publication title -
biometrika
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.307
H-Index - 122
eISSN - 1464-3510
pISSN - 0006-3444
DOI - 10.2307/2336182
Subject(s) - unit root , mathematics , nonparametric statistics , nuisance parameter , series (stratigraphy) , statistics , statistical hypothesis testing , null hypothesis , asymptotic distribution , limiting , unit root test , econometrics , augmented dickey–fuller test
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