This paper develops tests for the null hypothesis of cointegration in the nonlinear regression model with <italic>I</italic>(1) variables. The test statistics we use in this paper are Kwiatkowski, Phillips, Schmidt, and Shin’s (1992; KPSS hereafter) tests for the null of stationarity, though using other kinds of...

Nine leading journals that publish statistical theory are used to provide a data base of institutional and individual research activity in statistics over the period 1980–1986. From this data base, we construct both institutional and individual research rankings according to standardized page...

This paper introduces various consistent tests for the null of cointegration against the alternative of noncointegration that can be applied to a system of equations as well as to a single equation. The tests are analogs of Choi and Ahn's (1993, Testing the Null of Stationarity for Multiple Time...