✦ LIBER ✦

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

✍ Scribed by James A. Kahn; Masao Ogaki

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing the Null Hypothesis of Stationar

✍ Zhijie Xiao 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 226 KB

Consistency of the KPSS unit root test a

✍ Hyung S. Lee; Christine Amsler 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 67 KB

Tests for a change in persistence agains

✍ Stephen Leybourne; Tae-Hwan Kim; Vanessa Smith; Paul Newbold 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 125 KB

On the asymptotic distribution of a unit

✍ Christoph Hanck 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 255 KB

Asymptotic behaviour of tests for a unit

✍ Harvey, David I.; Leybourne, Stephen J. 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 592 KB

The power of unit root tests against non

✍ Matei Demetrescu; Robinson Kruse 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 1020 KB