Testing the null hypothesis of stationarity against the alternative of a unit root (Q105583552)
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scholarly article from 'Journal of Econometrics' published in 1992
Language | Label | Description | Also known as |
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English | Testing the null hypothesis of stationarity against the alternative of a unit root |
scholarly article from 'Journal of Econometrics' published in 1992 |
Statements
Testing the null hypothesis of stationarity against the alternative of a unit root (English)
Denis Kwiatkowski
Peter C.B. Phillips
Peter Schmidt
Yongcheol Shin
October 1992