Joint application of the Dickey-Fuller and KPSS tests
type: Item
instance of: scholarly article
title: Joint application of the Dickey-Fuller and KPSS tests
zbMATH Open document ID: 0911.90072
DOI: 10.1016/S0165-1765(98)00149-9
author: Wojciech W. Charemza
author: Ewa M. Syczewska
published in: Economics Letters
publication date: 1999-01-12T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1238603
zbMATH Keywords: unit roots
zbMATH Keywords: nonstationarity
zbMATH Keywords: joint hypotheses testing
MaRDI profile type: Publication
cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root
cites work: Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
cites work: 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?
full work available at URL: s0165-1765(98)00149-9
OpenAlex ID: W2080490438
Wikidata QID: Q127174160
description: scientific article; zbMATH DE number 1238603