Browsing Economic and Social Review by Subject "Unit roots"

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    • A visual test for a unit root: Geary's count of sign changes revisited 

      Honohan, Patrick; Geary, R. C. (Economic & Social StudiesDublin, 1996)
      Prompted by Geary's (1970) suggestion in a different context, the stationarity of a plotted time series can be assessed by simply counting the number of times the plot crosses the trend line linking the first and last ...

    • Geary's count of sign changes as a test of unit roots: some further evidence 

      Murphy, Anthony; Geary, R. C. (Economic & Social StudiesDublin, 1996)
      In a recent issue of this journal, Honohan (1996) examined the perperformance of Geary's (1970) count of sign changes or x test as a test of unit roots. The test is based on counting the number of times the plot of a series ...