The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root

Economics Letters

Volumn 85, Issue 2, 2004, Pages 257-263

  Kebłowski, Piotr ^a   Welfe, Aleksander ^a  

^a UNIVERSITY OF LODZ   (Poland)

Author keywords

Dickey Fuller; Joint confirmation hypothesis; Joint distribution; KPSS; Monte Carlo experiments; Unit root

Indexed keywords

EID: 4544295631     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2004.04.013     Document Type: Article

References (9)

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