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A note on the size of the KPSS unit root test
Su, Jen-je; Amsler, Christine Elaine; Schmidt, Peter - In: Economics letters 117 (2012) 3, pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
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On the power of the multivariate KPSS test of stationarity against fractionally integrated alternatives
Su, Jen-je - In: Applied economics letters 10 (2003) 10, pp. 637-641
Persistent link: https://www.econbiz.de/10001801943
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Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis
Yang, Lixiong; Lee, Chingnun; Su, Jen-je - In: Economics letters 159 (2017), pp. 128-133
Persistent link: https://www.econbiz.de/10011903459