Bias correction of KPSS test with structural break for reducing of size distortion
Year of publication: |
2014
|
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Authors: | Skrobotov, Anton |
Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 6.2014, 1, p. 33-61
|
Subject: | stationarity tests | KPSS test | bias correction | size distortion | structural break | Strukturbruch | Structural break | Statistischer Test | Statistical test | Einheitswurzeltest | Unit root test | Systematischer Fehler | Bias | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.1515/jtse-2012-0031 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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