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The KPSS stationarity test as a unit root test

✍ Scribed by Yongcheol Shin; Peter Schmidt

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The fragility of the KPSS stationarity t

✍ Nunzio Cappuccio; Diego Lubian 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 387 KB

Generalizations of the KPSS-test for sta

✍ Bart Hobijn; Philip Hans Franses; Marius Ooms 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 183 KB

A note on the size of the KPSS unit root

✍ Jen-Je Su; Christine Amsler; Peter Schmidt 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 188 KB

Response surface estimates of the KPSS s

✍ Peter S. Sephton 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 336 KB

Unit root and stationarity tests’ weddin

✍ Josep Lluı́s Carrion-i-Silvestre; Andreu Sansó-i-Rosselló; Manuel Artı́s Ortuño 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 54 KB

A KPSS Test for Stationarity for Spatial

✍ Yongtao Guan 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 437 KB