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

James A. Kahn, Masao Ogaki

Research output: Contribution to journalArticle

16 Citations (Scopus)

Abstract

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).

Original languageEnglish
Pages (from-to)7-11
Number of pages5
JournalEconomics Letters
Volume39
Issue number1
DOIs
Publication statusPublished - 1992 May
Externally publishedYes

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

Fingerprint Dive into the research topics of 'A consistent test for the null of stationarity against the alternative of a unit root'. Together they form a unique fingerprint.

Cite this