A consistent test for the null of stationarity against the alternative of a unit root
Year of publication: |
1992
|
---|---|
Authors: | Kahn, James A. |
Other Persons: | Ōgaki, Masao (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 39.1992, 1, p. 7-11
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
- More ...
-
A Chi-square test for a unit root
Kahn, James A., (1990)
-
A chi-square test for a unit root
Kahn, James A., (1990)
-
A consistent test for the null of stationarity against the alternative of a unit root
Kahn, James A., (1991)
- More ...