This paper proposes a class of procedures that consistently classify the stochastic component of a time series as being integrated either of order zero (l(0 or one (l(1 for general 1(0) and 1(1) proce
We use the revised estimates of U.S. GNP constructed by Christina Romer (1989) to assess the time-series properties of U.S. output per capita over the past century. We reject at conventional significa