A Primer on Unit Root Testing

• 16 December 1998
• journal article
• Published by Wiley in Journal of Economic Surveys
• Vol. 12  (5) , 423-470
• https://doi.org/10.1111/1467-6419.00064

Abstract

Keywords

• BROWNIAN MOTION
• STATIONARITY
• MODEL SELECTION

All Related Versions

• Version 1, RePEc (Unconfirmed version)