Testing the null hypothesis of stationarity against the alternative of a unit root
Testing the null hypothesis of stationarity against the alternative of a unit root is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt, Yongcheol Shin; Journal / source: Journal of Econometrics; Year: 1992.
| Authors | Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt, Yongcheol Shin |
|---|---|
| Journal / source | Journal of Econometrics |
| Year | 1992 |
| Field | Financial Risk and Volatility Modeling |
| Times cited | 12551 |
| Type | article |
| DOI / link | https://doi.org/10.1016/0304-4076(92)90104-y |