A chi-square test for a unit root

James A. Kahn, Masao Ogaki

Research output: Contribution to journalArticlepeer-review

4 Citations (Scopus)


The present paper develops a chi-square test for a unit root that has higher power than Dickey-Fuller tests when the sample size is small and the autoregressive root is close to one.

Original languageEnglish
Pages (from-to)37-42
Number of pages6
JournalEconomics Letters
Issue number1
Publication statusPublished - 1990 Sept
Externally publishedYes

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics


Dive into the research topics of 'A chi-square test for a unit root'. Together they form a unique fingerprint.

Cite this