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
Externally publishedYes

Fingerprint

Consistent test
Stationarity
Unit root

ASJC Scopus subject areas

  • Economics and Econometrics
  • Finance

Cite this

A consistent test for the null of stationarity against the alternative of a unit root. / Kahn, James A.; Ogaki, Masao.

In: Economics Letters, Vol. 39, No. 1, 1992, p. 7-11.

Research output: Contribution to journalArticle

@article{5e58d8c2a92c44f68bb47867b401ca4c,
title = "A consistent test for the null of stationarity against the alternative of a unit root",
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).",
author = "Kahn, {James A.} and Masao Ogaki",
year = "1992",
doi = "10.1016/0165-1765(92)90092-D",
language = "English",
volume = "39",
pages = "7--11",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",
number = "1",

}

TY - JOUR

T1 - A consistent test for the null of stationarity against the alternative of a unit root

AU - Kahn, James A.

AU - Ogaki, Masao

PY - 1992

Y1 - 1992

N2 - 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).

AB - 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).

UR - http://www.scopus.com/inward/record.url?scp=38249012281&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=38249012281&partnerID=8YFLogxK

U2 - 10.1016/0165-1765(92)90092-D

DO - 10.1016/0165-1765(92)90092-D

M3 - Article

VL - 39

SP - 7

EP - 11

JO - Economics Letters

JF - Economics Letters

SN - 0165-1765

IS - 1

ER -