Testing for Stationarity and Unit Root

Imad A. Moosa and Razzaque H. Bhatti
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Imad A. Moosa: La Trobe University
Razzaque H. Bhatti: University of Azad Jammu and Kashmir

Chapter 7 in International Parity Conditions, 1997, pp 143-166 from Palgrave Macmillan

Abstract: Abstract The objective of this chapter is to present some of the most widely used tests of stationarity and unit root. These tests are widely used in the literature on international parity conditions as tests for the order of integration, mean reversion and cointegration.

Keywords: Random Walk; Unit Root; Real Exchange Rate; Variance Ratio; Unit Root Test (search for similar items in EconPapers)
Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-349-25523-8_7

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DOI: 10.1007/978-1-349-25523-8_7

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