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

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Author Info
Kahn, James A.
Ogaki, Masao

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File URL: http://www.sciencedirect.com/science/article/B6V84-45DMTJB-KP/2/ce66c8c3ea6e3c0cd5e70be38e23b0e1
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 39 (1992)
Issue (Month): 1 (May)
Pages: 7-11
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Handle: RePEc:eee:ecolet:v:39:y:1992:i:1:p:7-11

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  1. 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. [Downloadable!]
  2. Sotiris K. Staikouras, 2004. "The information content of interest rate futures and time-varying risk premia," Applied Financial Economics, Taylor and Francis Journals, vol. 14(11), pages 761-771, July. [Downloadable!] (restricted)
  3. Marios Zachariadis, . "International Technology Diffusion and Growth in the Manufacturing Sector of Developing Economies," Departmental Working Papers 2002-20, Department of Economics, Louisiana State University. [Downloadable!]
  4. Robert A. Amano & Simon van Norden, 1995. "Unit Root Tests and the Burden of Proof," Econometrics 9502005, EconWPA. [Downloadable!]
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