Peter Schmidt
CFDPs
CFPs
CFP 827 | Denis Kwiatkowski, Peter C. B. Phillips, Peter Schmidt, Yongcheril Shin, "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root," Journal of Econometrics, 54(1-3): 159-178 (See CFDP 979) | |
CFP 820 | Peter Schmidt, Peter C. B. Phillips, "LM Tests for a Unit Root in the Presence of Deterministic Trends," Oxford Bulletin of Economics and Statistics, (August 1992), 54(3): 257-287 (See CFDP 933) |