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Size and power: lower tail KPSS tests and anti-persistent alternatives

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  • Christine Amsler

Abstract

Evidence is presented on the size and power of the lower tail Kwiatkowski-Phillips-Schmidt-Shin stationarity test for testing the null hypothesis of short memory against the alternative hypothesis of anti-persistence.

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  • Christine Amsler, 1999. "Size and power: lower tail KPSS tests and anti-persistent alternatives," Applied Economics Letters, Taylor & Francis Journals, vol. 6(10), pages 693-695.
    • Handle: RePEc:taf:apeclt:v:6:y:1999:i:10:p:693-695
    DOI: 10.1080/135048599352529
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