A modification of the Schmidt-Phillips unit root test
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 36 (1991)
Issue (Month): 3 (July)
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Web page: http://www.elsevier.com/locate/ecolet
Other versions of this item:
- Lee, J. & Schmidt, P., 1991. "A Modification of the Schmidt-Phillips Unit Root Test," Papers 9001, Michigan State - Econometrics and Economic Theory.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Schmidt, P. & Phillips, P.C.B., 1990. "Testing forUnit Root in the Presence of Deterministic Trends," Papers 8904, Michigan State - Econometrics and Economic Theory.
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- Hwang, Jaeyoun & Schmidt, Peter, 1996. "Alternative methods of detrending and the power of unit root tests," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 227-248.
- María del Mar Sánchez de la Vega & Arielle Beyaert, 1994. "Los contrastes de raiz unitaria: una panorámica," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 1, pages 109-154, Junio.
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