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Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?
Kwiatkowski, D.; Phillips, P.C.B.; Schmidt, P. - Economics Department, Michigan State University - 1990
Persistent link: https://www.econbiz.de/10005781225
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Testing forUnit Root in the Presence of Deterministic Trends.
Schmidt, P.; Phillips, P.C.B. - Economics Department, Michigan State University - 1990
Persistent link: https://www.econbiz.de/10005781228
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Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets.
Loretan, M.; Phillips, P.C.B. - Wisconsin Madison - Social Systems - 1992
Persistent link: https://www.econbiz.de/10005795337