Finite sample critical values of the generalized KPSS stationarity test
Peter Sephton
| Year of publication: |
June 2017
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|---|---|
| Authors: | Sephton, Peter S. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 50.2017, 1, p. 161-172
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| Subject: | Response surface | Stationarity test | Monte Carlo | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-016-9586-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011762226