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The Journal of Economic Education Volume 32, 2001 - Issue 2
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ECONOMIC INSTRUCTION

Testing for Unit Roots: What Should Students Be Taught?

John ElderView further author information
&
Peter E. Kennedy
Pages 137-146 | Published online: 25 Mar 2010

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Pär Sjölander. (2008) A new test for simultaneous estimation of unit roots and GARCH risk in the presence of stationary conditional heteroscedasticity disturbances. Applied Financial Economics 18:7, pages 527-558.
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P. Geoffrey Allen & Robert Fildes. (2005) Levels, Differences and ECMs - Principles for Improved Econometric Forecasting*. Oxford Bulletin of Economics and Statistics 67:s1, pages 881-904.
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