Unit Root Tests

John D. Levendis
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John D. Levendis: Loyola University New Orleans

Chapter 7 in Time Series Econometrics, 2018, pp 139-170 from Springer

Abstract: Abstract A process might be non-stationary without being a unit root. The two concepts are related, but they are not identical and it is common to confuse the two. We can have non-stationarity without it being due to a unit root. We could have a seasonal model. Or, we could have a deterministic trend. (We can even have non-stationarity because the variance is changing over time.)

Date: 2018
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DOI: 10.1007/978-3-319-98282-3_7

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