Phillips, Peter Schmidt, and Yongcheol Shin, Testing the null hypothesis of stationarity against the alternative of a unit root, Journal of Econometrics, 1992

Denis Kwiatkowski, P. C. B. (1992). Phillips, Peter Schmidt, and Yongcheol Shin, Testing the null hypothesis of stationarity against the alternative of a unit root, Journal of Econometrics, 1992.

Type

Unclassified

Intellectual base

Unclassified

Year

1992

Link

no authoritative link yet

Cited by

1 citation across 1 artifact.

Domain-specific

• KPSS test
  • … unit-root alternative, deterministic regression, residual partial sums, long-run variance kernel and bandwidth, statistic, critical values and interpretation with complementary tests are explicit. to An applied instance preserves the invariant under changed notation, scale, dataset, jurisdiction, or implementation..

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