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

Journal of Econometrics - Tập 54 Số 1-3 - Trang 159-178 - 1992
Denis Kwiatkowski1, Peter C.B. Phillips2, Peter Schmidt3, Yongcheol Shin3
1Central Michigan University, Mt. Pleasant, MI 48859, USA
2Yale University, New Haven, CT 06520, USA
3Michigan State University, East Lansing, MI 48824 USA

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Tài liệu tham khảo

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