A consistent test for the null of stationarity against the alternative of a unit root

A consistent test for the null of stationarity against the alternative of a unit root

This paper constructs a consistent test for the null of stationarity against the alternative of a unit root, utilizing the regression properties investigated by Kahn and Ogaki (1990).

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Veröffentlicht in:Economics letters 1992, Vol.39 (1), p.7-11
Hauptverfasser: Kahn, James A., Ogaki, Masao
Format: Artikel
Sprache:eng
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Zusammenfassung:This paper constructs a consistent test for the null of stationarity against the alternative of a unit root, utilizing the regression properties investigated by Kahn and Ogaki (1990).
ISSN:0165-1765
1873-7374
DOI:10.1016/0165-1765(92)90092-D