434
Views
59
CrossRef citations to date
0
Altmetric
ECONOMIC INSTRUCTION

Testing for Unit Roots: What Should Students Be Taught?

Pages 137-146 | Published online: 25 Mar 2010

References

  • Ayat , L. and Burridge , P. 2000 . Unit root tests in the presence of uncertainty about the non-stochastic trend . Journal of Econometrics , 95 ( 1 ) : 71 – 96 .
  • Cochrane , J. H. 1991 . “ Comment ” . In NBER macroeconomics annual , Edited by: Blanchard , O. J. and Fischer , S. 201 – 10 . Cambridge, Mass : MIT Press .
  • Davidson , R. and MacKinnon , J. G. 1993 . Estimation and inference in econometrics , Oxford : Oxford University Press .
  • Dickey , D. A. and Fuller , W. A. 1981 . Likelihood ratio statistics for autoregressive time series with a unit root . Econometrica , 49 ( 4 ) : 1057 – 72 .
  • Dolado , J. , Jenkinson , T. and Sosvilla-Rivero , S. 1990 . Cointegration and unit roots . Journal of Economic Surveys , 4 ( 3 ) : 249 – 73 .
  • Elder , J. and Kennedy , P. E. 2000 . F versus t tests for unit roots Working paper
  • Enders , W. 1995 . Applied econometric time series , New York : Wiley .
  • Fuller , W. A. 1976 . Introduction to statistical time series , New York : Wiley .
  • Hamilton , J. D. 1994 . Time series analysis , Princeton : Princeton University Press .
  • Holden , D. and Perman , R. 1994 . “ Unit roots and cointegration for the economist ” . In Cointegration for the applied economist , Edited by: Rao , B. B. 47 – 112 . New York : St. Martin's .
  • Nelson , C. R. and Plosser , C. 1982 . Trends and random walks in macroeconomic time series . Journal of Monetary Economics , 10 ( 2 ) : 139 – 62 .
  • Perron , P. 1988 . Trends and random walks in macroeconomic time series . Journal of Economic Dynamics and Control , 12 ( 12 ) : 297 – 332 .
  • Stock , J. M. 1994 . “ Unit roots, structural breaks and trends ” . In Handbook of econometrics , Edited by: Engle , R. F. and McFadden , D. L. vol. 4 , 2739 – 841 . Amsterdam : North Holland .
  • Wooldridge , J. 2000 . Introductory econometrics: A modern approach , Cincinnati : South-Western .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.