Statistical Papers · 2009 · 263 citations · 19 references
Natural SciencesMathematicsEconometricsStatisticsTime Series AnalysisHypothesis TestingInferential StatisticsStationarity AnalysisStatistical AnalysisRoot Mean Squared Error AnalysisUnit Root TestingUnit Roots
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Testing for a unit root in time series regression
Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations
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