✦ LIBER ✦

The power of the KPSS-test for cointegration when residuals are fractionally integrated

✍ Scribed by Philipp Sibbertsen; Walter Krämer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The power of residual-based tests for co

✍ Walter Krämer; Francesc Marmol 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 103 KB

On the power of the KPSS test of station

✍ Dongin Lee; Peter Schmidt 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 909 KB

Consistency of the KPSS unit root test a

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

Testing the Power of a Generalization of

✍ L.A. Gil-Alana 📂 Article 📅 2003 🏛 Springer US 🌐 English ⚖ 111 KB

The Effect of Linear Time Trends on the

✍ Uwe Hassler 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 153 KB

Finite-sample power of the Durbin–Watson

✍ Christian Kleiber; Walter Krämer 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 129 KB