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Testing for a unit root in time series regression

Testing for a unit root in time series regression is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Peter C.B. Phillips, Pierre Perrón; Journal / source: Biometrika; Year: 1988.

AuthorsPeter C.B. Phillips, Pierre Perrón
Journal / sourceBiometrika
Year1988
FieldComplex Systems and Time Series Analysis
Times cited17918
Typearticle
DOI / linkhttps://doi.org/10.1093/biomet/75.2.335

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