Testing the null hypothesis of stationarity against an autoregressive unit root alternative

Xiao, Zhijie. “Testing the null hypothesis of stationarity against an autoregressive unit root alternative”, 2001. http://hdl.handle.net/2345/2494.

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Title: Testing the null hypothesis of stationarity against an autoregressive unit root alternative
Author: Xiao, Zhijie
School: Arts and Sciences
Discipline: Economics
Genre: article
Date Issued: 2001
General Note: The definitive version is available at www3.interscience.wiley.com.
Version Identification: Pre-print version of an article published in Journal of Time Series Analysis 22(1): 87-105. doi:10.1111/1467-9892.00213.
Persistent Link: http://hdl.handle.net/2345/2494
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