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The power of the KPSS-test for cointegration when residuals are fractionally integrated
Sibbertsen, Philipp; Krämer, Walter - In: Economics letters 91 (2006) 3, pp. 321-324
Persistent link: https://www.econbiz.de/10003333609
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On studentizing a test for structural change
Ploberger, Werner - In: Economics letters 20 (1986) 4, pp. 341-344
Persistent link: https://www.econbiz.de/10001014800
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Mean adjustment and the CUSUM test for structural change
Ploberger, Werner - In: Economics letters 3 (1987), pp. 255-258
Persistent link: https://www.econbiz.de/10001038834