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

James A. Kahn; Masao Ogaki

doi:10.1016/0165-1765(92)90092-D

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

James A. Kahn, Masao Ogaki

Research output: Contribution to journal › Article › peer-review

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 language	English
Pages (from-to)	7-11
Number of pages	5
Journal	Economics Letters
Volume	39
Issue number	1
DOIs	https://doi.org/10.1016/0165-1765(92)90092-D
Publication status	Published - 1992 May
Externally published	Yes

ASJC Scopus subject areas

Finance
Economics and Econometrics

Access to Document

10.1016/0165-1765(92)90092-D

Cite this

@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",

note = "Funding Information: by NSF grant SES87-04682. to Lars Hansen and Adrian are our own.",

year = "1992",

month = may,

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

N1 - Funding Information: by NSF grant SES87-04682. to Lars Hansen and Adrian are our own.

PY - 1992/5

Y1 - 1992/5

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

AN - SCOPUS:38249012281

SN - 0165-1765

VL - 39

SP - 7

EP - 11

JO - Economics Letters

JF - Economics Letters

IS - 1

ER -

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

Abstract

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this