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The KPSS stationarity test as a unit root test

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Author Info
Shin, Yongcheol
Schmidt, Peter

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File URL: http://www.sciencedirect.com/science/article/B6V84-4590YT4-18V/2/7e3d5bded10c47787c18bd7ad890052b
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 38 (1992)
Issue (Month): 4 (April)
Pages: 387-392
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Handle: RePEc:eee:ecolet:v:38:y:1992:i:4:p:387-392

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  1. Surajit Deb, 2003. "Terms of Trade and Supply Response of Indian Agriculture: Analysis in Cointegration Framework," Working papers 115, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
  2. Morten Ørregaard Nielsen, 2008. "A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic," CREATES Research Papers 2008-36, School of Economics and Management, University of Aarhus. [Downloadable!]
    Other versions:
  3. Nielsen, Morten, 2008. "A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis," Working Papers 08-05, Cornell University, Center for Analytic Economics. [Downloadable!]
    Other versions:
  4. Matteo Pelagatti & Pranab Sen, 2009. "A robust version of the KPSS test based on ranks," Working Papers 20090701, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica. [Downloadable!]
  5. Malik, Girijasankar, 2008. "Foreign Aid and Economic Growth: A Cointegration Analysis of the Six Poorest African Countries," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 38(2), pages 251-260, September. [Downloadable!]
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