PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test
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Other versions of this item:
- Phillips, P C B, 1987. "Time Series Regression with a Unit Root," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.
- 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.
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KeywordsUnit root tests; Phillips-Perron test; RATS;
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