永井圭二 (横浜国立大学経済学部）
	Sequential Probability Ratio Test for Detecting a Unit Root. （人見光太郎（京都工芸繊維大），西山慶彦（京都大学経済研究所）との共同研究）
		We consider sequential testing procedures for detection of a unit root. We develop a t-test from fixed accuracy estimation theory and a sequential probability ratio test (SPRT). Although the t-test is locally asymptotic normal (LAN), it is shown that the SPRT possesses a better performance. We provide a general framework of sequential tests for one-dimensional diffusion processes to investigate their operating characteristics.