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Line 37: {{cite book \|last=Bierens \|first=H. J. \|year=2001 \|chapter=Unit roots \|title=A Companion to Econometric Theory \|editor-first=B. \|editor-last=Baltagi \|___location=Oxford \|publisher=[[Blackwell Publishers]] \|pages=610–633 }} [http://econ.la.psu.edu/~hbierens/UNITROOT.PDF "2007 revision"] {{cite book \|last=Enders \|first=Walter \|title=Applied Econometric Time Series \|publisher=[[John Wiley & Sons]] \|year=2004 \|edition=Second \|pages=170–175 \|isbn=0-471-23065-0 \|url-access=registration \|url=https://archive.org/details/appliedeconometr00ende_0 }} *{{cite book \|last=Maddala \|first=G. S. \|authorlink=G. S. Maddala \|last2=Kim \|first2=In-Moo \|chapter=Issues in Unit Root Testing \|title=Unit Roots, Cointegration, and Structural Change \|___location=Cambridge \|publisher=Cambridge University Press \|year=1998 \|isbn=0-521-58782-4 \|pages=98–154 }} [[Category:Time series statistical tests]]

Unit root test: Difference between revisions