A chi-square test for a unit root

James R. Kahn, Masao Ogaki

Type: Article

Publication Date: 1990-09-01

Citations: 10

DOI: https://doi.org/10.1016/0165-1765(90)90178-4

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Locations

Economics Letters - View

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Works Cited by This (5)

Action	Title	Year	Authors
+	Nonlinear Regression with Dependent Observations	1984	Halbert White Ian Domowitz
+	A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators	1985	Lars Peter Hansen
+ PDF Chat	Contributions to Central Limit Theory for Dependent Variables	1968	R. J. Serfling
+	Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root	1981	David A. Dickey Wayne A. Fuller
+	Testing for unit roots in autoregressive-moving average models of unknown order	1984	Saïd E. Saïd David A. Dickey