The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions
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References listed on IDEAS
- Phillips, P C B, 1987. "Time Series Regression with a Unit Root," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.
- Phillips, P C B, 1987.
"Time Series Regression with a Unit Root,"
Econometric Society, vol. 55(2), pages 277-301, March.
- Phillips, P.C.B., 1986. "Testing for a Unit Root in Time Series Regression," Cahiers de recherche 8633, Universite de Montreal, Departement de sciences economiques.
- Peter C.B. Phillips & Pierre Perron, 1986. "Testing for a Unit Root in Time Series Regression," Cowles Foundation Discussion Papers 795R, Cowles Foundation for Research in Economics, Yale University, revised Sep 1987.
- Tom Doan, "undated". "PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test," Statistical Software Components RTS00160, Boston College Department of Economics.
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- J. C. H. Jones & J. A. Schofield & D. E. A. Giles, 2000.
"Our fans in the north: the demand for British Rugby League,"
Taylor & Francis Journals, vol. 32(14), pages 1877-1887.
- J. Colin H. Jones & John A. Schofield & David E.A. Giles, 1999. "Our Fans in the North: The Demand for British Rugby League," Econometrics Working Papers 9902, Department of Economics, University of Victoria.
More about this item
KeywordsUnit root Cross section Time series Limiting distribution Wiener process;
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