Evans, G. B. A.; Savin, N. E. Testing for unit roots: I. (English) Zbl 0468.62021 Econometrica 49, 753-779 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 2 ReviewsCited in 61 Documents MSC: 62F03 Parametric hypothesis testing 62E15 Exact distribution theory in statistics 62P20 Applications of statistics to economics 62E20 Asymptotic distribution theory in statistics 91B84 Economic time series analysis Keywords:testing for unit roots; least squares estimator; random walk hypothesis; power functions; stochastic difference equation PDFBibTeX XMLCite \textit{G. B. A. Evans} and \textit{N. E. Savin}, Econometrica 49, 753--779 (1981; Zbl 0468.62021) Full Text: DOI