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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- Nielsen, Morten Ørregaard, 2009.
"A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic,"
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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, vol. 117(3), pages 697-699.
- Hubert Strauß, 2002. "Multivariate Cointegration Analysis of Aggregate Exports: Empirical Evidence for the United States, Canada, and Germany," Kiel Working Papers 1101, Kiel Institute for the World Economy.
- 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.
- de Jong, Robert M. & Schmidt, Peter, 2002. "Spurious logarithms and the KPSS statistic," Economics Letters, Elsevier, vol. 76(3), pages 383-391, August.
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