Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?

A-Tier

Journal: Journal of Econometrics

Year: 1992

Volume: 54

Issue: 1-3

Pages: 159-178

Authors (4)

Kwiatkowski, Denis (not in RePEc) Phillips, Peter C. B. (Singapore Management Universit...) Schmidt, Peter (Michigan State University) Shin, Yongcheol (University of York)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count