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?

By D. Kwiatkowski, Peter C. B. Phillips, P. Schmidt, Yongcheol Shin. 1992

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Citations in the corpus

The Tourism Forecasting Competition (2011, neutral): “For non-seasonal data (we treat yearly data as The tourism forecasting competition non-seasonal) we consider ARIMA(p, d, q) models, where d is selected based on successive KPSS unit-root tests (Kwiatkowski et al., 1992).”
Automatic Time Series Forecasting: The forecast Package for R (2008, methodology): “For non-seasonal data, we consider ARIMA(p, d, q) models where d is selected based on successive KPSS unit-root tests (Kwiatkowski et al. 1992).”
Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests (2015, methodology): “All series are tested for unit roots by means of the augmented Dickey and Fuller (1979) and the Kwiatkowski et al. (1992) (KPSS) tests; both tests indicate that most series are level nonstationary, whereas all first-differenced series are stationary during both periods.”
Does Chatter Really Matter? Dynamics of User-Generated Content and Stock Performance (2012, methodology): “…literature (Dekimpe and Hanssens 2004), we used both the Augmented Dickey–Fuller (ADF) test for the evolution of variables and the Kwiatkowski–Phillips–Schmidt–Shin (KPSS) test (Kwiatkowski et al. 1992) so as to ensure that our results are robust to alternate formulations of the null hypothesis.”
Une synthèse des tests de racine unitaire sur données de panel (2005, methodology): “Ce test consiste en une extension du test de stationnarité proposé par Kwiatkowski et al. (1992) dans le cadre de l économétrie des séries temporelles.”
Causal modeling and inference for electricity markets (2011, methodology): “We have also used another test of stationarity, the KPSS test (Kwiatkowski et al., 1992), where the null hypothesis is that each of the series is stationary.”
Modeling rainfall–runoff relationship using multivariate GARCH model (2013, methodology): “…using two methods, the Augmented Dickey and Fuller (ADF) unit root test (Dickey and Fuller, 1979) which tests for the presence of a unit root in the series; and the KPSS test proposed by Kwiatkowski et al. (1992), which tests for stationarity around a deterministic trend and around a fixed level.”
World market integration through the lens of foreign direct investors (2003, unknown): “In this case, we conducted ADF tests (for the null of nonstationarity) and the Kwiatkowski et al. (1992) tests (for the null of stationarity).”
Fifty Years of Regional Inequality in China: A Journey through Central Planning, Reform, and Openness (2005, unknown): “In addition to the Phillips-Ouliaris test, we also perform the KPSS test (Kwiatkowski et al. 1992) to check the co-integrated relationship.”
Impacts of seasonal patterns of climate on recurrent fluctuations in tourism demand. Evidence from Aruba (2014, background): “The KPSS test is a test where the null hypothesis is the other way around, meaning that we are actually testing whether we can reject the null hypothesis of stationarity against the alternative of nonstationarity (Kwiatkowski et al., 1992; Mahadeva & Robinson, 2004; Enders, 2010).”