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The Available Information For Invariant Tests Of A Unit Root

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  • Marsh, Patrick
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    Article provided by Cambridge University Press in its journal Econometric Theory.

    Volume (Year): 23 (2007)
    Issue (Month): 04 (August)
    Pages: 686-710

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    Handle: RePEc:cup:etheor:v:23:y:2007:i:04:p:686-710_07
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    Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK

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    Cited by:

    1. David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse, "undated". "Testing for a unit root against ESTAR stationarity," Discussion Papers 17/02, University of Nottingham, Granger Centre for Time Series Econometrics.
    2. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2009. "Unit Root Testing In Practice: Dealing With Uncertainty Over The Trend And Initial Condition," Econometric Theory, Cambridge University Press, vol. 25(03), pages 587-636, June.
    3. Patrick Marsh, "undated". "Saddlepoint Approximations for Optimal Unit Root Tests," Discussion Papers 09/31, Department of Economics, University of York.
    4. David I. Harvey, & Stephen J. Leybourne, & A. M. Robert Taylor, 2007. "Testing for a unit root when uncertain about the trend [Revised to become 07/03 above]," Discussion Papers 06/03, University of Nottingham, Granger Centre for Time Series Econometrics.

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