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?
| Year of publication: |
1992
|
|---|---|
| Authors: | Kwiatkowski, Denis ; Phillips, Peter C. B. ; Schmidt, Peter ; Shin, Yongcheol |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 54.1992, 1-3, p. 159-178
|
| Publisher: |
Elsevier |