Citation: Peter Schmidt et Peter C. B. Phillips, LM Tests for a Unit Root in the Presence of Deterministic Trends, Oxford bulletin of economics and statistics, 54(03), 1992, pp. 257
Authors:
Denis Kwiatkowski
Peter C.B. Phillips
Peter Schmidt
Yongcheol Shin
Citation: Denis Kwiatkowski et al., 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, Journal of econometrics, 54(1-3), 1992, pp. 159