Document Type
Discussion Paper
Publication Date
6-1-1995
CFDP Number
1104
CFDP Pages
25
Abstract
Classical and Bayesian unit root test procedures are reviewed, with an emphasis on testing principles and recent developments. A numerical illustration and annotated references and bibliography are provided.
Recommended Citation
Phillips, Peter C.B., "Unit Root Tests" (1995). Cowles Foundation Discussion Papers. 1347.
https://elischolar.library.yale.edu/cowles-discussion-paper-series/1347