KPSS: RATS procedure to perform KPSS (Kwiatowski, Phillips, Schmidt, and Shin) stationarity test
Does the KPSS stationarity test procedure. Kwiatowski, Phillips, Schmidt & Shin(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?", J. of Econometrics, vol 54, 159-178.
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