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

1992/10/01 by Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt +1 · 50 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Monetary Policy and Economic Impact

paper · doi:10.1016/0304-4076(92)90104-y

openalex publication_date 1992/10/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/30

Citations

• Testing for a unit root in time series regression
• Testing for unit roots in autoregressive-moving average models of unknown order

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