Testing the Null Hypothesis of Stationarity Against an Autoregressive Unit Root Alternative

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The Asymmetric Effects of Uncertainty on Inflation and Output Growth (2004, background): “A battery of augmented Dickey–Fuller unit root tests (Dickey and Fuller, 1979) and Kwiatowski et al. (1992) tests for stationarity suggest that both are I(0) series.”
The causality between energy consumption and economic growth: A multi-sectoral analysis using non-stationary cointegrated panel data (2010, background): “The test of the null hypothesis of stationarity in a panel context could also follow Hadri (2000) who designed a test statistic that is the average of the univariate stationarity test in Kwiatkowski et al. (1992).”
Modelling structural breaks, long memory and stock market volatility: an overview (2005, methodology): “Lee and Schmidt (1996) show that the Kwiatkowski et al. (1992) test, originally developed to test for an Ið0Þ null hypothesis against an Ið1Þ alternative is consistent against an IðdÞ alternative and it can therefore be used to distinguish short memory from long memory stationary processes.”
A CUSUM Test for Cointegration Using Regression Residuals (2002, methodology): “Our procedure corresponds to the KolmogoroO–SmirnoO test and the Shin test is of Cramer–von Mises type (Xiao, 2001).”