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A Chi-Square Test For Unit Root

Author

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  • KAHN, J.A.
  • OGAKI, M.

Abstract

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Suggested Citation

  • Kahn, J.A. & Ogaki, M., 1990. "A Chi-Square Test For Unit Root," RCER Working Papers 212, University of Rochester - Center for Economic Research (RCER).
    • Handle: RePEc:roc:rocher:212
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    Cited by:

    1. Maurer, Rainer, 1995. "Is economic growth a random walk?," Kiel Working Papers 677, Kiel Institute for the World Economy (IfW Kiel).
    2. Perron, Pierre, 1992. "Racines unitaires en macroéconomie : le cas d’une variable," L'Actualité Economique, Société Canadienne de Science Economique, vol. 68(1), pages 325-356, mars et j.
    3. Bierens, Herman J., 1997. "Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate," Journal of Econometrics, Elsevier, vol. 81(1), pages 29-64, November.
    4. Claude Diebolt, 2021. "Trend, Cycles and Chance," Working Papers 05-21, Association Française de Cliométrie (AFC).
    5. Vetzal, Kenneth R., 1997. "Stochastic volatility, movements in short term interest rates, and bond option values," Journal of Banking & Finance, Elsevier, vol. 21(2), pages 169-196, February.

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    Keywords

    testing;

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