On the power of the KPSS test of stationarity against fractionally-integrated alternatives
| Year of publication: |
1996
|
|---|---|
| Authors: | Lee, Dongin ; Schmidt, Peter |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 73.1996, 1, p. 285-302
|
| Publisher: |
Elsevier |