Amano, Robert A. and Simon van Norden. 1992. "Unit-Root Tests and the Burden of Proof." Working Paper 92--7. Bank of Canada, Ottawa. Home/Search Document Details and Download
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A Semi-Structural Method to Estimate Potential Output.. - Leo Butler (1996) (1 citation) (Correct)
....residuals. In addition, the KPSS tests are uniformly unable to reject the null hypotheses that the series are stationary. The tests, therefore, indicate consistently that all the structural residuals are stationary and support the inclusion of those structural relationships in the EMV filter. 30. Amano and van Norden (1992) advocate this joint testing procedure on the basis of their Monte Carlo tests that indicate that joint tests reduce false acceptances of the nonstationarity hypothesis. 48 The marginal product, unemployment rate and output gaps are all safely characterized as I(0) processes, for the same ....
Amano, Robert A. and Simon van Norden. 1992. "Unit-Root Tests and the Burden of Proof." Working Paper 92--7. Bank of Canada, Ottawa.
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