TESTING FOR UNIT ROOTS USING FORWARD AND REVERSE DICKEY-FULLER REGRESSIONS

[1] Box G.E.P., 1976, TIME SERIES ANAL

[2] LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J]. ECONOMETRICA, 1981, 49 (04) : 1057 - 1072

[3] MACKINNON JG, 1991, LONG RUN EC RELATION, pCH13

[4] TRENDS AND RANDOM-WALKS IN MACROECONOMIC TIME-SERIES - SOME EVIDENCE AND IMPLICATIONS [J]. JOURNAL OF MONETARY ECONOMICS, 1982, 10 (02) : 139 - 162

[5] TESTING FOR A UNIT-ROOT IN TIME-SERIES REGRESSION [J]. BIOMETRIKA, 1988, 75 (02) : 335 - 346

[1] Box G.E.P., 1976, TIME SERIES ANAL

[2] LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J]. ECONOMETRICA, 1981, 49 (04) : 1057 - 1072

[3] MACKINNON JG, 1991, LONG RUN EC RELATION, pCH13

[4] TRENDS AND RANDOM-WALKS IN MACROECONOMIC TIME-SERIES - SOME EVIDENCE AND IMPLICATIONS [J]. JOURNAL OF MONETARY ECONOMICS, 1982, 10 (02) : 139 - 162

[5] TESTING FOR A UNIT-ROOT IN TIME-SERIES REGRESSION [J]. BIOMETRIKA, 1988, 75 (02) : 335 - 346