Unit root and stationarity tests' wedding

Economics Letters

Volumn 70, Issue 1, 2001, Pages 1-8

  Carrion I Silvestre, Josep Lluís ^a   Sansó I Rosselló, Andreu ^b   Ortuño, Manuel Artís ^b  

^a Departament d'Econometria   (Spain)

^b Dept d'Econometria Estadistica I   (Spain)

Author keywords

C12; C15; C22; Dickey Fuller; Joint confirmation hypothesis; KPSS; Monte Carlo experiments; Phillips Perron; Unit root

Indexed keywords

EID: 0035545399     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(00)00348-7     Document Type: Article

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