Tests for unit roots: A monte carlo investigation

Journal of Business and Economic Statistics

Volumn 7, Issue 2, 1989, Pages 147-159

  Schwert, G William ^a  

^a UNIVERSITY OF ROCHESTER   (United States)

Author keywords

ARIMA; Autoregressive; Moving average; Size; Stationarity

Indexed keywords

EID: 84952511099     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1989.10509723     Document Type: Article

References (19)

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