Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root: How Sure are we that Economic Time Series have a Unit Root?

D. Kwiatkowski, Peter Phillips and Peter Schmidt

Working Papers from Michigan State - Econometrics and Economic Theory

Keywords: econometrics; time series; tests (search for similar items in EconPapers)
Pages: 23 pages
Date: 1990
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Citations: View citations in EconPapers (55)

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Journal Article: 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? (1992)
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)
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