Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Dubbin-Watson Type Unit Root Tests for the Deterministic Trend Models

  • Published : 2001.12.01
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Abstract

We have developed a \

Keywords

References

  1. Statistics and Probability Letters v.25 Unit root tests for seasonal models with deterministic trends Cho;S.;Park;Y.J.;Ahn;S.K.
  2. The American Statistician v.40 Unit roots in time series models: tests and implications Dick;D. A.;Bell;W. R.;Miller;R. B.
  3. Journal of the American Statistical Association v.74 Distribution of the Estimators for Autoregressive Time Series with a Unit Root Dickey;D. A.;Fuller;W. A.
  4. Biometrika v.48 Computing the distribution of quadratic forms in normal variables Imhof;J. P.
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  6. Journal of Econometrics v.46 Limiting power of unit-root tests in time series regression Nabeya;S.;Tanaka;K.
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