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Persistent link: https://www.econbiz.de/10001791816
It is common in applied econometrics to test the null hypothesis of a level-stationary process against the alternative of a unit root process. We show that the use of conventional asymptotic critical values for the stationarity tests of Kwiatkowski et al. (1992) and Leybourne and McCabe (1994)...
Persistent link: https://www.econbiz.de/10010516947