Concepedia
Energy Policy · 2012 · 17 citations · 36 references
EconomicsEast Asian StudiesTradeBusinessEconometricsInternational PricingOil PricesInternational DemandCommodity MarketCommodity Price IndexPrice Indices
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Testing the null hypothesis of stationarity against the alternative of a unit root
Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt et al. · Journal of Econometrics · 1992 · 12.4K citations
Unit Root, Null Hypothesis
Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
Bruce E. Hansen · Econometrica · 1996 · 2.3K citations
Conditional Probability Measure, Mathematical Statistic, Standard Test Statistics +16
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?
Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt · RePEc: Research Papers in Economics · 1991 · 1.6K citations
Economics, Standard Conclusion, International Finance +13
Testing for a unit root in the nonlinear STAR framework
George Kapetanios, Yongcheol Shin, Andy Snell · Journal of Econometrics · 2002 · 1.5K citations
Relativistic Astrophysics, Validated Numerics, Cosmology +4
Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates
Walter Enders, C. W. J. Granger · Journal of Business and Economic Statistics · 1998 · 1.2K citations
Empirical Finance, Asymmetric Adjustment, Term Structure Model +20