International Journal

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

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

Journal of Econometrics

1992

Elsevier BV

12587 citations

Article

Mathematics (0.78) Null hypothesis (0.77) Unit root (0.75) Test statistic (0.73) Null (SQL) (0.66)

Testing the null hypothesis of stationarity against the alternative of a unit root - Full text available via OpenAlex

Denis Kwiatkowski

Peter C.B. Phillips

ORCID

Peter Schmidt

ORCID

Yongcheol Shin

ORCID

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