TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A CHANGING MEAN

Pierre Perron

Working Papers from Princeton, Department of Economics - Econometric Research Program

Keywords: tests; convergence; evaluation; econometrics (search for similar items in EconPapers)
Pages: 21 pages
Date: 1989
References: Add references at CitEc
Citations: View citations in EconPapers (34)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Testing for a Unit Root in a Time Series with a Changing Mean (1990)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fth:prinem:347

Access Statistics for this paper

More papers in Working Papers from Princeton, Department of Economics - Econometric Research Program Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().