Unit Root Tests
AbstractClassical and Bayesian unit root test procedures are reviewed, with an emphasis on testing principles and recent developments. A numerical illustration and annotated references and bibliography are provided. Classification-JEL: C22
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Bibliographic InfoPaper provided by Cowles Foundation for Research in Economics, Yale University in its series Cowles Foundation Discussion Papers with number 1104.
Length: 25 pages
Date of creation: Jun 1995
Date of revision:
Publication status: Published in Samuel Kotz, ed., Encyclopedia of Statistical Sciences, Update Vol. 1, 1997, pp. 531-542
Note: CFP 944.
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Postal: Yale University, Box 208281, New Haven, CT 06520-8281 USA
Phone: (203) 432-3702
Fax: (203) 432-6167
Web page: http://cowles.econ.yale.edu/
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Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA
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