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?

Denis Kwiatkowski, Peter Phillips, Peter Schmidt and Yongcheol Shin

Journal of Econometrics, 1992, vol. 54, issue 1-3, 159-178

Date: 1992
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Related works:
Working Paper: 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? (1991)
Working Paper: Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root: How Sure are we that Economic Time Series have a Unit Root? (1990)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:54:y:1992:i:1-3:p:159-178

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