✦ LIBER ✦

A note on the size of the KPSS unit root test

✍ Scribed by Jen-Je Su; Christine Amsler; Peter Schmidt

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The KPSS stationarity test as a unit roo

✍ Yongcheol Shin; Peter Schmidt 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 426 KB

Consistency of the KPSS unit root test a

✍ Hyung S. Lee; Christine Amsler 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 67 KB

The ADF–KPSS test of the joint confirmat

✍ Piotr Kębłowski; Aleksander Welfe 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 166 KB

Reducing the size distortion of the KPSS

✍ Eiji Kurozumi; Shinya Tanaka 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 727 KB

A note on the use of the LLC panel unit

✍ Joakim Westerlund 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 180 KB

A Note on Seasonal Unit Root Tests

✍ Olivier Darné; Claude Diebolt 📂 Article 📅 2002 🏛 Springer Netherlands 🌐 English ⚖ 62 KB