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Denis Kwiatkowski | Researchclopedia

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Denis Kwiatkowski

Central Michigan University

4

Works

14,046

Citations

4

h-index

2

i10-index

Research Topics

Monetary Policy and Economic Impact Market Dynamics and Volatility Complex Systems and Time Series Analysis

Affiliations

Central Michigan University1990–1992

Michigan State University1990–1990

Top Works

Testing the null hypothesis of stationarity against the alternative of a unit root

Denis Kwiatkowski,Peter C.B. Phillips,et al.

199212,425 citations

Financial Risk and Volatility Modeling

Forecasting Techniques and Applications

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?

Denis Kwiatkowski,Peter C.B. Phillips,et al.

19911,615 citations

Testing for Stationarity in the Components Representation of a Time Series

Denis Kwiatkowski,Peter C.B. Phillips,et al.

19928 citations

Dickey-fuller tests with trend

Denis Kwiatkowski,Peter Schmidt

19905 citations