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

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 Group: Econometrics

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	29-64
Number of pages	35
Journal	Journal of Econometrics
Volume	81
Issue number	1
Publication status	Published - 1997

Cite this

@article{6b8c6283a88c43a9877e77d023afa9c1,

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

author = "H.J. Bierens",

note = "Pagination: 35",

year = "1997",

language = "English",

volume = "81",

pages = "29--64",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier B.V.",

number = "1",

}