Size improvement of the KPSS test using sieve bootstraps
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KeywordsStationarity; KPSS test; Size distortion; Sieve bootstraps;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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