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The Available Information For Invariant Tests Of A Unit Root

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  • Marsh, Patrick

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  • Marsh, Patrick, 2007. "The Available Information For Invariant Tests Of A Unit Root," Econometric Theory, Cambridge University Press, vol. 23(04), pages 686-710, August.
    • Handle: RePEc:cup:etheor:v:23:y:2007:i:04:p:686-710_07
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    Cited by:

    1. 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.
    2. Patrick Marsh, "undated". "Saddlepoint Approximations for Optimal Unit Root Tests," Discussion Papers 09/31, Department of Economics, University of York.
    3. 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.
    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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