The KPSS test with seasonal dummies
Year of publication: |
2002
|
---|---|
Authors: | Phillips, Peter C. B. ; Jin, Sainan |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 77.2002, 2, p. 239-243
|
Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory |
-
Unit root testing with stationary covariates and a structural break in the trend function
Fossati, Sebastian, (2011)
-
Is the efficient market hypothesis day-of-the-week dependent? : evidence from the banking sector
Narayan, Paresh Kumar, (2015)
-
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe, (2015)
- More ...
-
BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER
Phillips, Peter C. B., (2021)
-
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao, (2008)
-
A new approach to robust inference in cointegration
Jin, Sainan, (2006)
- More ...