SMEAL WIKI

The power problems of unit root test in time series with autoregressive errors

David N. DeJong, John C. Nankervis, N. E. Savin, Charles H. Whiteman
Year1992
VenueJournal of Econometrics
Typearticle
Citations414
DOI10.1016/0304-4076(92)90090-e
OpenAlexW1970151658

Topics

Monetary Policy and Economic ImpactUnit rootAutoregressive modelSeries (stratigraphy)AutocorrelationMathematics