International Journal

Testing for a unit root in time series regression

Peter C.B. Phillips, Pierre Perrón

Biometrika

1988

Oxford University Press

18234 citations

Article

Unit root (0.95) Mathematics (0.84) Series (stratigraphy) (0.65) Nonparametric statistics (0.65) Nuisance parameter (0.63)

Testing for a unit root in time series regression - Full text available via OpenAlex

Peter C.B. Phillips

ORCID

Pierre Perrón

ORCID

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