Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots
收藏NBER1991-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0100
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资源简介：
This paper is an introduction to unit root econometrics as applied in macroeconomics. The paper first discusses univariate time series analysis, emphasizing the following topics: alternative representations of unit root processes, unit root testing procedures, the power of unit root tests, and the
提供机构：
美国国家经济研究局
创建时间：
1991-04-01
