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| Author: | Phillips, P. Xiao, Z. |
| Title: | A primer on unit root testing |
| Journal: | Journal of Economic Surveys
1998 : DEC, VOL. 12:5, p. 423-470 |
| Index terms: | ECONOMICS UNIT ROOTS TESTS |
| Language: | eng |
| Abstract: | The immense literature and diversity of unit root tests can at times be confusing even to the specialist and presents a truly daunting prospect to the uninitiated. In consequence, much empirical work still makes use of the simplest testing procedures because it is unclear from the literature and from recent reviews which tests if any are superior. This paper presents a survey of unit root theory with an emphasis on testing principles and recent developments. |
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