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?

Journal of Econometrics

Volumn 54, Issue 1-3, 1992, Pages 159-178

  Kwiatkowski, Denis ^a   Phillips, Peter C B ^b   Schmidt, Peter ^c   Shin, Yongcheol ^c  

^a CENTRAL MICHIGAN UNIVERSITY   (United States)

^b YALE UNIVERSITY   (United States)

^c MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34247480179     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(92)90104-Y     Document Type: Article

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