The KPSS stationarity test as a unit root test
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 38 (1992)
Issue (Month): 4 (April)
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- de Jong, Robert M. & Schmidt, Peter, 2002. "Spurious logarithms and the KPSS statistic," Economics Letters, Elsevier, Elsevier, vol. 76(3), pages 383-391, August.
- Lee, Hyung S. & Amsler, Christine, 1997. "Consistency of the KPSS unit root test against fractionally integrated alternative," Economics Letters, Elsevier, Elsevier, vol. 55(2), pages 151-160, August.
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- Su, Jen-Je & Amsler, Christine & Schmidt, Peter, 2012. "A note on the size of the KPSS unit root test," Economics Letters, Elsevier, Elsevier, vol. 117(3), pages 697-699.
- Matteo Pelagatti & Pranab Sen, 2009. "A robust version of the KPSS test based on ranks," Working Papers, UniversitÃ degli Studi di Milano-Bicocca, Dipartimento di Statistica 20090701, UniversitÃ degli Studi di Milano-Bicocca, Dipartimento di Statistica.
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- Morten Ã˜rregaard Nielsen, 2008. "A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic," Working Papers, Queen's University, Department of Economics 1185, Queen's University, Department of Economics.
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08-05, Cornell University, Center for Analytic Economics.
- Morten Ã˜rregaard Nielsen, 2008. "A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis," Working Papers, Queen's University, Department of Economics 1175, Queen's University, Department of Economics.
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