Extended tabulations for Dickey-Fuller tests

Economics Letters

Volumn 31, Issue 4, 1989, Pages 355-357

  Guilkey, David K ^a   Schmidt, Peter ^b  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

^b MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 38249006619     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1765(89)90028-1     Document Type: Article

References (8)

1. Trends versus random walks in macroeconomic time series: Some evidence and implications
2. Testing for a unit root in time series regression
3. Testing for unit roots in autoregressive—moving average models of unknown order
4. Dickey-Fuller tests with drift
5. The order of differencing in ARIMA models