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Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions

✍ Scribed by Pierre Perron and Timothy J. Vogelsang

Book ID: 118038585
Publisher: American Statistical Association
Year: 1992
Tongue: English
Weight: 188 KB
Volume: 10
Category: Article
ISSN: 0735-0015
DOI: 10.2307/1391823

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The authors are grateful to Mark J. Powers, the editor, and two anonymous referees for their helpful comments and suggestions. Valuable comments on earlier versions from Thomas Schwarz and Fumi Quong are also greatly appreciated. The views stated in this article are those of the authors and do not n

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