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Testing for a unit root by frequency domain regression

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  • Choi, In
  • Phillips, Peter C. B.

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  • Choi, In & Phillips, Peter C. B., 1993. "Testing for a unit root by frequency domain regression," Journal of Econometrics, Elsevier, vol. 59(3), pages 263-286, October.
    • Handle: RePEc:eee:econom:v:59:y:1993:i:3:p:263-286
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    Cited by:

    1. Chambers, Marcus J. & Ercolani, Joanne S. & Taylor, A.M. Robert, 2014. "Testing for seasonal unit roots by frequency domain regression," Journal of Econometrics, Elsevier, vol. 178(P2), pages 243-258.
    2. Eroğlu, Burak Alparslan, 2019. "Wavelet variance ratio cointegration test and wavestrapping," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 298-319.
    3. Tiwari, Aviral Kumar & Kyophilavong, Phouphet, 2014. "New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach," Economic Modelling, Elsevier, vol. 43(C), pages 38-41.
    4. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2012. "Testing for unit roots in the presence of uncertainty over both the trend and initial condition," Journal of Econometrics, Elsevier, vol. 169(2), pages 188-195.
    5. Bailey, Natalia & Giraitis, Liudas, 2016. "Spectral approach to parameter-free unit root testing," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 4-16.
    6. Burak Eroglu, 2017. "Wavelet Variance Ratio Test And Wavestrapping For The Determination Of The Cointegration Rank," Working Papers 1706, The Center for Financial Studies (CEFIS), Istanbul Bilgi University.
    7. Lingjie Du & Tianxiao Pang, 2021. "Asymptotic Theory for a Stochastic Unit Root Model with Intercept and Under Mis-Specification of Intercept," Methodology and Computing in Applied Probability, Springer, vol. 23(3), pages 767-799, September.
    8. Claude Diebolt, 2021. "Trend, Cycles and Chance," Working Papers 05-21, Association Française de Cliométrie (AFC).
    9. Burak Eroglu & Kemal Caglar Gogebakan & Mirza Trokic, 2017. "Fractional Seasonal Variance Ratio Unit Root Tests," Working Papers 1707, The Center for Financial Studies (CEFIS), Istanbul Bilgi University.

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