Dickey-Fuller Tests With Drift
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- Peter C.B. Phillips & Peter Schmidt, 1989. "Testing for a Unit Root in the Presence of Deterministic Trends," Cowles Foundation Discussion Papers 933, Cowles Foundation for Research in Economics, Yale University.
- Anderson, Richard G. & Hoffman, Dennis L. & Rasche, Robert H., 2002.
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- R. W. Hafer & Scott E. Hein, 1989. "Comparing futures and survey forecasts of near-term Treasury bill rates," Review, Federal Reserve Bank of St. Louis, issue May, pages 33-42.
- Doug Hostland, "undated".
"CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications,"
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95-5, Bank of Canada.
- Doug Hostland, 1995. "CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications," Macroeconomics 9508001, EconWPA.
- Haldrup, Niels & Hylleberg, Svend, 1995. "A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence," Economics Letters, Elsevier, vol. 48(3-4), pages 221-228, June.
- Dennis W. Jansen, 1989. "Does inflation uncertainty affect output growth? Further evidence," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 43-54.
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