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EconomicsMathematics

Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?

D. Kwiatkowski, P. Phillips, P. Schmidt, Y. Shin

1992.10.1Journal of Econometrics

DOI: 10.1016/0304-4076(92)90104-y

Abstract

Abstract is not available.

Citation format

KWIATKOWSKI, D., et al. Testing the hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? Journal of Econometrics, 1992, 54: 159–178.