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Volumn 32, Issue 2, 2001, Pages 137-146

Testing for unit roots: What should students be taught?

Author keywords

Teaching econometrics; Unit roots

Indexed keywords


EID: 0035614588     PISSN: 00220485     EISSN: None     Source Type: Journal    
DOI: 10.1080/00220480109595179     Document Type: Article
Times cited : (66)

References (14)
  • 1
    • 0040453168 scopus 로고    scopus 로고
    • Unit root tests in the presence of uncertainty about the non-stochastic trend
    • Ayat, L., and P. Burridge. 2000. Unit root tests in the presence of uncertainty about the non-stochastic trend. Journal of Econometrics 95 (1): 71-96.
    • (2000) Journal of Econometrics , vol.95 , Issue.1 , pp. 71-96
    • Ayat, L.1    Burridge, P.2
  • 2
    • 0039391931 scopus 로고
    • Comment
    • O. J. Blanchard and S. Fischer, eds., Cambridge, Mass.: MIT Press
    • Cochrane, J. H. 1991. Comment. In NBER macroeconomics annual, O. J. Blanchard and S. Fischer, eds., 201-10. Cambridge, Mass.: MIT Press.
    • (1991) NBER Macroeconomics Annual , pp. 201-210
    • Cochrane, J.H.1
  • 4
    • 0000472488 scopus 로고
    • Likelihood ratio statistics for autoregressive time series with a unit root
    • Dickey, D. A., and W. A. Fuller. 1981. Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica 49 (4): 1057-72.
    • (1981) Econometrica , vol.49 , Issue.4 , pp. 1057-1072
    • Dickey, D.A.1    Fuller, W.A.2
  • 10
    • 0001882682 scopus 로고
    • Unit roots and cointegration for the economist
    • B. B. Rao, ed., New York: St. Martin's
    • Holden, D., and R. Perman. 1994. Unit roots and cointegration for the economist. In B. B. Rao, ed., Cointegration for the applied economist, 47-112. New York: St. Martin's.
    • (1994) Cointegration for the Applied Economist , pp. 47-112
    • Holden, D.1    Perman, R.2
  • 11
    • 49049143455 scopus 로고
    • Trends and random walks in macroeconomic time series
    • Nelson, C. R., and C. Plosser. 1982. Trends and random walks in macroeconomic time series. Journal of Monetary Economics 10 (2): 139-62.
    • (1982) Journal of Monetary Economics , vol.10 , Issue.2 , pp. 139-162
    • Nelson, C.R.1    Plosser, C.2
  • 12
    • 27644580196 scopus 로고
    • Trends and random walks in macroeconomic time series
    • Perron, P. 1988. Trends and random walks in macroeconomic time series. Journal of Economic Dynamics and Control 12 (12): 297-332.
    • (1988) Journal of Economic Dynamics and Control , vol.12 , Issue.12 , pp. 297-332
    • Perron, P.1
  • 13
    • 70350105390 scopus 로고
    • Unit roots, structural breaks and trends
    • R. F. Engle and D. L. McFadden, eds., Amsterdam: North Holland
    • Stock, J. M. 1994. Unit roots, structural breaks and trends. In R. F. Engle and D. L. McFadden, eds., Handbook of econometrics, vol. 4, 2739-841. Amsterdam: North Holland.
    • (1994) Handbook of Econometrics , vol.4 , pp. 2739-2841
    • Stock, J.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.