Consistency of the KPSS unit root test against fractionally integrated alternative
Year of publication: |
1997
|
---|---|
Authors: | Lee, Hyung S. |
Other Persons: | Amsler, Christine Elaine (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 55.1997, 2, p. 151-160
|
Subject: | Statistische Methodenlehre | Statistical theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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