A Consistent Test for a Unit Root
A Consistent Test for a Unit Root
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单位根的一致检验
DOI：
10.1080/07350015.1994.10510004
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发表时间：
1994
影响因子：
3
通讯作者：
B. McCabe
中科院分区：
文献类型：
--
作者：
S. Leybourne;B. McCabe
本文使用一种新的检验方法研究了几个美国宏观经济时间序列是否存在单位根。该检验以平稳性作为其零假设，而备择项是单位根过程。检验是一致的，并确定其渐近零分布。我们的研究结果与通过标准单位根检验得到的结果形成鲜明对比。
This article investigates several U.S. macroeconomic time series for the presence of a unit root using a newly developed test. This test has stationarity as its null hypothesis, and the alternative is a unit-root process. The test is shown to be consistent, and its asymptotic null distribution is determined. Our findings contrast sharply with those obtained via the standard unit-root tests.