Unit Root Tests Based on Instrumental Variables Estimation
This paper develops new tests of the unit root hypothesis based on instrumental variables estimation. The tests are asymptotically valid in the presence of moving average errors and they are quite accurate in finite samples. They are more powerful against stationary alternatives than other tests that are equally accurate under the null. Copyright 1994 by Economics Department of the University of Pennsylvania and the Osaka University Institute of Social and Economic Research Association.
(This abstract was borrowed from another version of this item.)
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
|Date of creation:||1990|
|Date of revision:|
|Contact details of provider:|| Postal: MICHIGAN STATE UNIVERSITY, DEPARTMENT OF ECONOMICS, EAST LANSING MICHIGAN 48824 U.S.A.|
Web page: http://econ.msu.edu/
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:fth:mistet:9008. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel)
If references are entirely missing, you can add them using this form.