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The KPSS stationarity test as a unit root test

Citations

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Cited by:

  1. Seyed Mohammadreza Mahdavian & Fatemeh Askari & Hamed Kioumarsi & Reza Naseri Harsini & Hushang Dehghanzadeh & Behnaz Saboori, 2025. "Modeling the linkage between climate change, CH4 emissions, and land use with Iran's livestock production: A food security perspective," Natural Resources Forum, Blackwell Publishing, vol. 49(3), pages 2954-2977, August.
  2. Orregaard Nielsen, Morten, 2008. "A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis," Queen's Economics Department Working Papers 273651, Queen's University - Department of Economics.
  3. Kazmi, Hussain & Tao, Zhenmin, 2022. "How good are TSO load and renewable generation forecasts: Learning curves, challenges, and the road ahead," Applied Energy, Elsevier, vol. 323(C).
  4. Nielsen, Morten Ørregaard, 2009. "A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic," Econometric Theory, Cambridge University Press, vol. 25(6), pages 1515-1544, December.
  5. Huawei, Tian, 2022. "Does gross domestic product, inflation, total investment, and exchanges rate matter in natural resources commodity prices volatility," Resources Policy, Elsevier, vol. 79(C).
  6. Ahmed, Muhammad Ashfaq & Nawaz, Nasreen, 2023. "A Sufficient Statistical Test for Dynamic Stability," MPRA Paper 116684, University Library of Munich, Germany.
  7. Lee, Hyung S. & Amsler, Christine, 1997. "Consistency of the KPSS unit root test against fractionally integrated alternative," Economics Letters, Elsevier, vol. 55(2), pages 151-160, August.
  8. Karsten Reichold, 2022. "A Residuals-Based Nonparametric Variance Ratio Test for Cointegration," Papers 2211.06288, arXiv.org, revised Dec 2022.
  9. Strauß, Hubert, 2002. "Multivariate Cointegration Analysis of Aggregate Exports: Empirical Evidence for the United States, Canada, and Germany," Kiel Working Papers 1101, Kiel Institute for the World Economy.
  10. Rakesh Shahani & Aastha Bansal, 2021. "Is gold an effective hedge and/or safe haven instrument against stocks, rupee–dollar rate and crude: an empirical investigation from India," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 48(2), pages 129-151, June.
  11. Cho, Cheol-Keun & Amsler, Christine & Schmidt, Peter, 2015. "A test of the null of integer integration against the alternative of fractional integration," Journal of Econometrics, Elsevier, vol. 187(1), pages 217-237.
  12. de Jong, Robert M. & Schmidt, Peter, 2002. "Spurious logarithms and the KPSS statistic," Economics Letters, Elsevier, vol. 76(3), pages 383-391, August.
  13. Grzegorz Zimon & Dulal Chandra Pattak & Liton Chandra Voumik & Salma Akter & Funda Kaya & Robert Walasek & Konrad Kochański, 2023. "The Impact of Fossil Fuels, Renewable Energy, and Nuclear Energy on South Korea’s Environment Based on the STIRPAT Model: ARDL, FMOLS, and CCR Approaches," Energies, MDPI, vol. 16(17), pages 1-21, August.
  14. Kiohos, Apostolos & Stoupos, Nikolaos, 2025. "Monetary alignment or divergence? - Exchange rates and economic dynamics in non-euro European countries," The Journal of Economic Asymmetries, Elsevier, vol. 32(C).
  15. Suleman Ghaffar & Humaira Munir & Shahbaz Nawaz & Anam Javaid, 2019. "The Impact of International Trade on Economic Growth: A Case Study of Pakistan," Asian Journal of Social Sciences and Management Studies, Asian Online Journal Publishing Group, vol. 6(2), pages 15-22.
  16. Jiayi Huang & Miguel D. Ramirez, 2016. "Do Exports lead Economic Output in Five Asian Countries? A Cointegration and Granger Causality Analysis," Business and Economic Research, Macrothink Institute, vol. 6(2), pages 30-50, December.
  17. Mármol, Francesc, 1998. "Searching for fractional evidence using combined unit root tests," DES - Working Papers. Statistics and Econometrics. WS 10613, Universidad Carlos III de Madrid. Departamento de Estadística.
  18. Huang, Jionghao & Li, Ziruo & Xia, Xiaohua, 2021. "Network diffusion of international oil volatility risk in China's stock market: Quantile interconnectedness modelling and shock decomposition analysis," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1-39.
  19. Manuel Monge & Ana Lazcano, 2022. "Commodity Prices after COVID-19: Persistence and Time Trends," Risks, MDPI, vol. 10(6), pages 1-20, June.
  20. Enrico C. Mira & Wilfredo L. Maldonado & Octávio A. F. Tourinho, 2025. "Testing for bubbles in the Brazilian commercial real estate market," Economics Bulletin, AccessEcon, vol. 45(3), pages 1308-1325.
  21. Hadi Esmaeilpour Moghadam & Emad Sharifbagheri, 2025. "Comparative analysis of shock transmission and connectivity between base and precious metal markets: a study using R2-decomposed connectedness approach," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 38(4), pages 941-959, December.
  22. Hongyun, Han & Radwan, Amira, 2021. "Economic and social structure and electricity consumption in Egypt," Energy, Elsevier, vol. 231(C).
  23. Surajit Deb, 2003. "Terms of Trade and Supply Response of Indian Agriculture: Analysis in Cointegration Framework," Working papers 115, Centre for Development Economics, Delhi School of Economics.
  24. Zamani-Dehkordi, Payam & Rakai, Logan & Zareipour, Hamidreza, 2016. "Deciding on the support schemes for upcoming wind farms in competitive electricity markets," Energy, Elsevier, vol. 116(P1), pages 8-19.
  25. Bünyamin Fuat Yıldız & Korhan K. Gökmenoğlu & Wing-Keung Wong, 2022. "Analysing Monetary Policy Shocks by Sign and Parametric Restrictions: The Evidence from Russia," Economies, MDPI, vol. 10(10), pages 1-16, September.
  26. Morten Ø. Nielsen, 2008. "A Powerful Tuning Parameter Free Test Of The Autoregressive Unit Root Hypothesis," Working Paper 1175, Economics Department, Queen's University.
  27. S. Ansa Thasneem & N. R. Chithra & Santosh G. Thampi, 2019. "Analysis of extreme precipitation and its variability under climate change in a river basin," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 98(3), pages 1169-1190, September.
  28. Orregaard Nielsen, Morten, 2008. "A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic," Queen's Economics Department Working Papers 273662, Queen's University - Department of Economics.
  29. Matteo Pelagatti & Pranab Sen, 2009. "A robust version of the KPSS test based on ranks," Working Papers 20090701, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  30. Su, Jen-Je & Amsler, Christine & Schmidt, Peter, 2012. "A note on the size of the KPSS unit root test," Economics Letters, Elsevier, vol. 117(3), pages 697-699.
  31. David Greasley & Les Oxley, 1997. "Shock Persistence and Structural Change," The Economic Record, The Economic Society of Australia, vol. 73(223), pages 348-362, December.
  32. Ciniro A. L. Nametala & Jonas Villela de Souza & Alexandre Pimenta & Eduardo Gontijo Carrano, 2023. "Use of Econometric Predictors and Artificial Neural Networks for the Construction of Stock Market Investment Bots," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 743-773, February.
  33. Thomas Gyima-Adu & Godwin Gidisu, 2025. "Predicting Insurance Penetration Rate in Ghana Using the Autoregressive Integrated Moving Average (ARIMA) Model," Papers 2502.07841, arXiv.org.
  34. Sakiru Adebola Solarin & Muhammad Shahbaz & Habib Nawaz Khan & Radzuan Bin Razali, 2021. "ICT, Financial Development, Economic Growth and Electricity Consumption: New Evidence from Malaysia," Global Business Review, International Management Institute, vol. 22(4), pages 941-962, August.
  35. Kundan Mukhia & SR Luwang & Md. Nurujjaman & Tanujit Chakraborty & Suman Saha & Chittaranjan Hens, 2025. "Universal Patterns in the Blockchain: Analysis of EOAs and Smart Contracts in ERC20 Token Networks," Papers 2508.04671, arXiv.org.
  36. Silveira, Jáilison W. & Resende, Marcelo, 2020. "Competition in the international niobium market: A residual demand approach," Resources Policy, Elsevier, vol. 65(C).
  37. Mehdi Hosseinkouchack & Uwe Hassler, 2016. "Powerful Unit Root Tests Free of Nuisance Parameters," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(4), pages 533-554, July.
  38. Manuel Monge & Juan Infante, 2023. "A Fractional ARIMA (ARFIMA) Model in the Analysis of Historical Crude Oil Prices," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 4(1), pages 1-3.
  39. Zull Kepili, Ema Izati, 2020. "The Impact of Macroeconomic Factors on the House Prices during Liberalisation," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 54(2), pages 1-12.
  40. Panja, Madhurima & Chakraborty, Tanujit & Nadim, Sk Shahid & Ghosh, Indrajit & Kumar, Uttam & Liu, Nan, 2023. "An ensemble neural network approach to forecast Dengue outbreak based on climatic condition," Chaos, Solitons & Fractals, Elsevier, vol. 167(C).
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