EconPapers    
Economics at your fingertips  
 

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
References: Add references at CitEc
Citations: View citations in EconPapers (2987) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4076(92)90104-Y
Full text for ScienceDirect subscribers only

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) Downloads
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)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:54:y:1992:i:1-3:p:159-178

Access Statistics for this article

Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

More articles in Journal of Econometrics from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

 
Page updated 2019-08-11
Handle: RePEc:eee:econom:v:54:y:1992:i:1-3:p:159-178