TESTING FOR UNIT ROOTS IN TIME-SERIES DATA

[1] WAGE MOVEMENTS AND THE LABOR-MARKET EQUILIBRIUM HYPOTHESIS [J]. ECONOMICA, 1980, 47 (187) : 217 - 245

[2] ANDERSON TW, 1971, STATISTICAL ANAL TIM

[3] CONSISTENT AUTOREGRESSIVE SPECTRAL ESTIMATES [J]. ANNALS OF STATISTICS, 1974, 2 (03) : 489 - 502

[4] BOX GEP, 1978, MRC1821 U WISC TECHN

[5] LIMITING DISTRIBUTIONS OF LEAST-SQUARES ESTIMATES OF UNSTABLE AUTOREGRESSIVE PROCESSES [J]. ANNALS OF STATISTICS, 1988, 16 (01) : 367 - 401

[6] DETERMINING THE ORDER OF DIFFERENCING IN AUTOREGRESSIVE PROCESSES [J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1987, 5 (04) : 455 - 461

[7] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[8] FULLER WA, 1976, INTRO STATISTICAL TI

[9] FULLER WA, 1979, 42ND P SESS INT STAT

[10] LIMIT THEOREMS FOR QUADRATIC FUNCTIONS OF DISCRETE-TIME SERIES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (06): : 2058 - 2066

[1] WAGE MOVEMENTS AND THE LABOR-MARKET EQUILIBRIUM HYPOTHESIS [J]. ECONOMICA, 1980, 47 (187) : 217 - 245

[2] ANDERSON TW, 1971, STATISTICAL ANAL TIM

[3] CONSISTENT AUTOREGRESSIVE SPECTRAL ESTIMATES [J]. ANNALS OF STATISTICS, 1974, 2 (03) : 489 - 502

[4] BOX GEP, 1978, MRC1821 U WISC TECHN

[5] LIMITING DISTRIBUTIONS OF LEAST-SQUARES ESTIMATES OF UNSTABLE AUTOREGRESSIVE PROCESSES [J]. ANNALS OF STATISTICS, 1988, 16 (01) : 367 - 401

[6] DETERMINING THE ORDER OF DIFFERENCING IN AUTOREGRESSIVE PROCESSES [J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1987, 5 (04) : 455 - 461

[7] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[8] FULLER WA, 1976, INTRO STATISTICAL TI

[9] FULLER WA, 1979, 42ND P SESS INT STAT

[10] LIMIT THEOREMS FOR QUADRATIC FUNCTIONS OF DISCRETE-TIME SERIES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (06): : 2058 - 2066