Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power
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Other versions of this item:
- Hansen, Bruce E., 1995. "Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power," Econometric Theory, Cambridge University Press, vol. 11(5), pages 1148-1171, October.
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KeywordsTime series modeling; unit roots;
- B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies
- B41 - Schools of Economic Thought and Methodology - - Economic Methodology - - - Economic Methodology
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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