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TESTING FOR UNIT ROOTS USING FORWARD AND REVERSE DICKEY‐FULLER REGRESSIONS
Author(s) -
Leybourne S. J.
Publication year - 1995
Publication title -
oxford bulletin of economics and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.131
H-Index - 73
eISSN - 1468-0084
pISSN - 0305-9049
DOI - 10.1111/j.1468-0084.1995.tb00040.x
Subject(s) - cointegration , unit root , autoregressive model , econometrics , economics , mathematics , statistics