Tests for unit roots and the initial condition

Econometrica

Volumn 71, Issue 4, 2003, Pages 1269-1286

  Müller, Ulrich K ^a   Elliott, Graham ^b  

^a UNIVERSITY OF ST GALLEN   (Switzerland)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Asymptotic distributions; Point optimal tests; Unit root tests; Weighted average power

Indexed keywords

ASYMPTOTIC STABILITY; BOUNDARY CONDITIONS; MAXIMUM PRINCIPLE; OPTIMIZATION; PROBLEM SOLVING; STATISTICAL METHODS;

DICKEY-FULLER TEST; INITIAL CONDITION; POINT OPTIMAL TEST; UNIT ROOT TEST; WEIGHTED AVERAGE POWER;

INITIAL VALUE PROBLEMS;

EID: 0141606779     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00447     Document Type: Note

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