The seasonal KPSS test: Examining possible applications with monthly data and additional deterministic terms
Year of publication: |
2015
|
---|---|
Authors: | Montasser, Ghassen El |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 3.2015, 2, p. 339-354
|
Publisher: |
Basel : MDPI |
Subject: | KPSS test | deterministic seasonality | Brownian motion | LM test |
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