On the power of the KPSS test of stationarity against fractionally-integrated alternatives

Dongin Lee and Peter Schmidt

Journal of Econometrics, 1996, vol. 73, issue 1, 285-302

Date: 1996
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Working Paper: On the Power of the KPSS Test of Stationarity Against Fractionally-Integrated Alternatives (1993)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:73:y:1996:i:1:p:285-302

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