The KPSS Test with Outliers
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- Otero, Jesus & Smith, Jeremy, 2003. "The KPSS Test with Outliers," The Warwick Economics Research Paper Series (TWERPS) 690, University of Warwick, Department of Economics.
References listed on IDEAS
- Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Michieka, Nyakundi M. & Gearhart, Richard, 2015. "Oil price fluctuations and employment in Kern County: A Vector Error Correction approach," Energy Policy, Elsevier, vol. 87(C), pages 584-590.
- Omid Bozorg-Haddad & Mohammad Solgi & Hugo A. Loáiciga, 2017. "Investigation of Climatic Variability with Hybrid Statistical Analysis," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 31(1), pages 341-353, January.
- Michieka, Nyakundi M. & Fletcher, Jerald & Burnett, Wesley, 2013.
"An empirical analysis of the role of China’s exports on CO2 emissions,"
Elsevier, vol. 104(C), pages 258-267.
- Michieka, Nyakundi M. & Fletcher, Jerald J. & Burnett, J. Wesley, 2012. "An Empirical Analysis of the Role of China's Exports on CO2 Emissions," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 123501, Agricultural and Applied Economics Association.
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- Zachmann, Georg, 2008. "Electricity wholesale market prices in Europe: Convergence?," Energy Economics, Elsevier, vol. 30(4), pages 1659-1671, July.
- P. S. Sephton, 2010. "Unit roots and purchasing power parity: another kick at the can," Applied Economics, Taylor & Francis Journals, vol. 42(27), pages 3439-3453.
More about this item
KeywordsKPSS test; Monte Carlo; outliers; power; size;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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