The fragility of the KPSS stationarity test

Nunzio Cappuccio () and Diego Lubian

Statistical Methods & Applications, 2010, vol. 19, issue 2, 237-253

Keywords: KPSS stationarity test; Size distortion; Nearly-white noise nearly integrated model (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10260-010-0130-3

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