Hostname: page-component-78c5997874-fbnjt Total loading time: 0 Render date: 2024-11-05T10:03:24.815Z Has data issue: false hasContentIssue false

Unit Root Testing with Intermittent Data

Published online by Cambridge University Press:  11 February 2009

Abstract

Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Solutions
Copyright
Copyright © Cambridge University Press 1995

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

Andrews, D.K.W. & Monahan, J.C. (1992) An improved heteroskedasticity and autocorrelation consistent covariance matrix estimation. Econometrica 60, 953966.CrossRefGoogle Scholar
Herrndorf, N. (1984) A functional central limit theorem for weakly dependent sequences of random variables. Annals of Probability 12, 141153.CrossRefGoogle Scholar
Newey, W.K. & West, K.D. (1987) A simple positive definite heteroskedasticity and autocorrelation consistent covariance matrix estimator. Econometrica 55, 703708.CrossRefGoogle Scholar
Phillips, P.C.B. (1987) Time series regression with a unit root. Econometrica 55, 277301.CrossRefGoogle Scholar