Ayuda, María-Isabel; Aznar, Antonio - In: Applied Economics Letters 18 (2011) 18, pp. 1759-1764
The objective of this article is to compare the size and power properties of two modifications of the KPSS test of Kwiatkowski <italic>et al</italic>. (1992) proposed by Sul <italic>et al</italic>. (2005) and by Harris <italic>et al</italic>. (2007), using Monte Carlo simulations, in order to decide which version to use in applied research. The...
