Browsing The Economic and Social Review, Vol. 27, No. 4, July, 1996 by Subject "Count of sign changes"

Now showing items 1-1 of 1

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

      Murphy, Anthony; Geary, R. C. (Economic & Social Studies, Dublin, 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 ...