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

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

Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt, Yongcheol Shin

1992-10-01articleJournal of Econometrics12,634 citationsclosed

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Monetary Policy and Economic Impact Complex Systems and Time Series Analysis Diverse Scientific and Economic Studies

Abstract

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Citations in this library

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1988Testing for a Unit Root in Time Series Regression

1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root

1982Trends and random walks in macroeconmic time series

1990Forecasting, Structural Time Series Models and the Kalman Filter

1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order

1987Time Series Regression with a Unit Root

1988Trends and random walks in macroeconomic time series

Cited by

1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test

2001Unit root tests for panel data

2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework

2008Introductory Econometrics for Finance

2008Automatic Time Series Forecasting: The forecast Package for R

2000Testing for stationarity in heterogeneous panel data

2009Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site

1996Long memory processes and fractional integration in econometrics

Details

Year1992

Typearticle

VenueJournal of Econometrics

Languageen

Files0 public / 0

Identifiers

doi10.1016/0304-4076(92)90104-y

openalex_workW1588163064

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