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Original Articles

Unit root tests based on inequality-restricted estimators

Pages 793-797 | Published online: 06 Oct 2010

References

  • Amemiya , T. 1985 . Advanced Econometrics , Cambridge , Mass : Harvard University Press .
  • Andrews , D. W. K. 1999 . Estimation when a parameter is on a boundary . Econometrica , 67 : 1341 – 1383 .
  • Andrews , D. W. K. 2000 . Inconsistency of the bootstrap when a parameter is on the boundary of the parameter space . Econometrica , forthcoming
  • Fuller , W. A. 1996 . Introduction to Statistical Time Series , 2nd ed. , New York : Wiley .
  • Pantula , S. G. , Gonzalez-Farias , G. and Fuller , W. A. 1994 . A comparison of unit-root test criteria . Journal of Business & Economic Statistics , 12 : 449 – 459 .

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