A consistent test for the null of stationarity against the alternative of a unit root
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 39 (1992)
Issue (Month): 1 (May)
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Web page: http://www.elsevier.com/locate/ecolet
Other versions of this item:
- Han, H.L. & Ogaki, M., 1991. "A Consistent Test for the Null of Stationarity Against the Alternative of Unit Root," RCER Working Papers 304, University of Rochester - Center for Economic Research (RCER).
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- Robert A. Amano & Simon van Norden, 1995. "Unit Root Tests and the Burden of Proof," Econometrics 9502005, EconWPA.
- Ogaki, Masao & Park, Joon Y., 1997.
"A cointegration approach to estimating preference parameters,"
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Elsevier, vol. 82(1), pages 107-134.
- Ogaki, M. & Park, Y.Y., 1989. "A Cointegration Approach To Estimating Preference Parameters," RCER Working Papers 209, University of Rochester - Center for Economic Research (RCER).
- Haug, A.A., 1992.
"Tests for Cointegration: A Monte Carlo Comparison,"
93-2, York (Canada) - Department of Economics.
- Schlitzer, Giuseppe, 1995. "Testing the stationarity of economic time series: further Monte Carlo evidence," Ricerche Economiche, Elsevier, vol. 49(2), pages 125-144, June.
- Maurer, Rainer, 1995. "Is economic growth a random walk?," Kiel Working Papers 677, Kiel Institute for the World Economy.
- Okubo, Masakatsu, 2002. "Long-Run Relationship between Consumption and Income in Japan: Tests of the Deterministic Cointegration Restriction," Journal of the Japanese and International Economies, Elsevier, vol. 16(2), pages 253-278, June.
- Ahn & Byung Chul, 1994. "Testing the null of stationarity in the presence of structural breaks for multiple time series," Econometrics 9411001, EconWPA, revised 08 Nov 1994.
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