An Interpolation Test for a Unit Root in the Presence of Drift

• 1 December 1991
• journal article
• Published by JSTOR in Biometrika
• Vol. 78  (4) , 809
• https://doi.org/10.2307/2336932

Abstract

Keywords

• UNIT ROOT
• INTERPOLATION TEST
• PRESENCE OF DRIFT
• ROOT IN THE PRESENCE