A chi-square test for a unit root
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Publication:756896
DOI10.1016/0165-1765(90)90178-4zbMATH Open0723.62052OpenAlexW1968889103MaRDI QIDQ756896FDOQ756896
Authors: James A. Kahn, Masao Ogaki 
Publication date: 1990
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(90)90178-4
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Cites Work
- Nonlinear Regression with Dependent Observations
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
- Testing for a unit root in time series regression
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- Time Series Regression with a Unit Root
- Testing for unit roots in autoregressive-moving average models of unknown order
- Invariance principles for dependent variables
- Contributions to Central Limit Theory for Dependent Variables
Cited In (4)
- Testing stationarity and trend stationarity against the unit root hypothesis
- Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
- An inverted beta approximation to a MPI unit root test
- A consistent test for the null of stationarity against the alternative of a unit root
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