Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?
| Year of publication: |
1990
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|---|---|
| Authors: | Kwiatkowski, D. ; Phillips, P.C.B. ; Schmidt, P. |
| Institutions: | Economics Department, Michigan State University |
| Subject: | econometrics | time series | tests |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 23 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005781225