@article{Burden:669,
      recid = {669},
      author = {Amano, Robert and van Norden, Simon},
      title = {Unit Root Tests and the Burden of Proof},
      publisher = {Bank of Canada},
      address = {1992},
      pages = {1 online resource (20 pages)},
      abstract = {Simulation evidence is presented on thefinite sample  properties oftwo testsforstationarity recently proposed by  Kwiatkowski, Phillips and Schmidt (1991) and Park (1990).  Unlike earlier unit-root tests, these test the null  ofstationarity against the alternative ofa unitroot,  thereby reversing the usual burden ofproof We also examine  the consequences ofusing the Kwiatkowski, Phillips and  Schmidt test in conjunction with a standard unit-root test.  These results suggest that thefrequency ofincorrect  conclusions may be decreased relative to the application of  only standard unit-root tests. Also, such a joint testing  procedure may in some cases permit researchers to be more  confident about their tests’ results.},
      url = {http://www.oar-rao.bank-banque-canada.ca/record/669},
      doi = {https://doi.org/10.34989/swp-1992-7},
}