A Monte Carlo study to compare two recent modifications of the KPSS test for near integration
Year of publication: |
2011
|
---|---|
Authors: | Ayuda Bosque, María Isabel ; Aznar Grasa, Antonio |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 18.2011, 16/18, p. 1759-1764
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Subject: | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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