Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the U.S. price level and interest rate

H.J. Bierens

Research output: Contribution to journalArticleScientificpeer-review

235 Citations (Scopus)
Original languageEnglish
Pages (from-to)29-64
Number of pages35
JournalJournal of Econometrics
Volume81
Issue number1
Publication statusPublished - 1997

Cite this