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Kwiatkowski, D., Phillips, P., Schmidt, P. and Shin, Y. (1992) 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? Journal of Econometrics, 54, 159-178.
http://dx.doi.org/10.1016/0304-4076(92)90104-Y

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