Testing the null hypothesis of stationarity against the alternative of a unit root

Keywords

MathematicsNull hypothesisUnit rootTest statisticNull (SQL)Series (stratigraphy)Null distributionStatistical hypothesis testingAlternative hypothesisStatisticsMonte Carlo methodRandom walkStatisticEconometricsApplied mathematicsSample size determinationObservableComputer science

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Publication Info

Year: 1992
Type: article
Volume: 54
Issue: 1-3
Pages: 159-178
Citations: 12265
Access: Closed

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APA Style

                            
                                
                                    Denis Kwiatkowski, 
                                
                                    Peter C.B. Phillips, 
                                
                                    Peter Schmidt
                                
                                et al.
                            
                            (1992). 
                            Testing the null hypothesis of stationarity against the alternative of a unit root. 
                            Journal of Econometrics
                            , 54
                            (1-3)
                            , 159-178.
                            https://doi.org/10.1016/0304-4076(92)90104-y
                        

Identifiers

DOI: 10.1016/0304-4076(92)90104-y