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Unit-roots test for time-series data with a linear time trend

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  • Said, Said E.

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  • Said, Said E., 1991. "Unit-roots test for time-series data with a linear time trend," Journal of Econometrics, Elsevier, vol. 47(2-3), pages 285-303, February.
    • Handle: RePEc:eee:econom:v:47:y:1991:i:2-3:p:285-303
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    Cited by:

    1. Luukkonen, Ritva & Saikkonen, Pentti, 1996. "Power of the Lagrange multiplier test for testing an autoregressive unit root," Economics Letters, Elsevier, vol. 51(1), pages 27-35, April.
    2. Ferretti, Nélida & Romo, Juan, 1993. "Bootstrap tests for unit root AR(1) models," DES - Working Papers. Statistics and Econometrics. WS 3733, Universidad Carlos III de Madrid. Departamento de Estadística.
    3. Shih-Yung Wei & Li-Wei Lin & Surong Yan & Lu-jie Zhu, 2019. "Empirical Analysis on Price-Volume Relation in the Stock Market of China," International Journal of Economics and Financial Issues, Econjournals, vol. 9(5), pages 94-103.
    4. ALmosabbeh, Imadeddin, 2006. "محددات التضخم في سورية خلال الفترة 1970-2004 [Determinants of Inflation in Syria During the Period 1970-2004]," MPRA Paper 46982, University Library of Munich, Germany.
    5. María del Mar Sánchez de la Vega & Arielle Beyaert, 1994. "Los contrastes de raiz unitaria: una panorámica," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 1, pages 109-154, Junio.
    6. Bierens, Herman J., 1997. "Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate," Journal of Econometrics, Elsevier, vol. 81(1), pages 29-64, November.
    7. Barry E. Jones & Travis D. Nesmith, 1999. "Tests for non-linear dynamics in systems of non-stationary economic time series: the case of short-term US interest rates," Finance and Economics Discussion Series 1999-55, Board of Governors of the Federal Reserve System (U.S.).

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