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The KPSS Test with Outliers
Otero, Jesús; Smith, Jeremy - In: Computational Economics 26 (2005) 3, pp. 59-67
We investigate the effects of outliers on the KPSS tests. We find that for nonstationary series outliers induce spurious stationarity by lowering the power of these tests. The empirical size of these tests is also found to be sensitive to the location of the outlier. Copyright Springer...
Persistent link: https://www.econbiz.de/10005701585
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The KPSS Test with Outliers
Otero, Jesús; Smith, Jeremy - In: Computational Economics 29 (2007) 3, pp. 423-423
Persistent link: https://www.econbiz.de/10005674171
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Multiproducts firms' pricing behaviour in the Italian grocery trade
Giulietti, Monica - 1995
Persistent link: https://www.econbiz.de/10000943441
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Price-cost margins in the Italian grocery trade : an empirical analysis
Giulietti, Monica - 1996
Persistent link: https://www.econbiz.de/10000949581
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Price discrimination in grocery trade : evidence from Italy
Giulietti, Monica - In: Applied economics 31 (1999) 3, pp. 319-329
Persistent link: https://www.econbiz.de/10001364511
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Assessing aggregate labour productivity trends in Canada and the United States : total economy versus business sector perspectives
Smith, Jeremy - In: International productivity monitor (2004) 8, pp. 47-58
Persistent link: https://www.econbiz.de/10002091776
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International productivity comparisons : an examination of data sources
Smith, Jeremy - In: International productivity monitor (2003) 6, pp. 64-71
Persistent link: https://www.econbiz.de/10001760547
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[Rezension von: Jeffries, Ian, The new Russia: a handbook of economic and political developments]
Smith, Jeremy - In: The economic journal : the journal of the Royal … 113 (2003), pp. F413-415
Persistent link: https://www.econbiz.de/10001771638
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International productivity comparisons : an examination of data sources
Smith, Jeremy - In: International productivity monitor (2003) 6, pp. 64-71
Persistent link: https://www.econbiz.de/10009925501
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Assessing aggregate labour productivity trends in Canada and the United States : total economy versus business sector perspectives
Smith, Jeremy - In: International productivity monitor (2004) 8, pp. 47-58
Persistent link: https://www.econbiz.de/10009925518