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Spurious logarithms and the KPSS statistic

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  • de Jong, Robert M.
  • Schmidt, Peter

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  • de Jong, Robert M. & Schmidt, Peter, 2002. "Spurious logarithms and the KPSS statistic," Economics Letters, Elsevier, vol. 76(3), pages 383-391, August.
    • Handle: RePEc:eee:ecolet:v:76:y:2002:i:3:p:383-391
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    References listed on IDEAS

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    1. Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.
    2. Shin, Yongcheol & Schmidt, Peter, 1992. "The KPSS stationarity test as a unit root test," Economics Letters, Elsevier, vol. 38(4), pages 387-392, April.
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    Cited by:

    1. Heinen, Florian, 2011. "A note on testing for purchasing power parity," Hannover Economic Papers (HEP) dp-471, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

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