On the Power of the KPSS Test of Stationarity Against Fractionally-Integrated Alternatives

D. Lee and Peter Schmidt

Working Papers from Michigan State - Econometrics and Economic Theory

Keywords: econometrics; econometric models (search for similar items in EconPapers)
Pages: 19 pages
Date: 1993
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Journal Article: On the power of the KPSS test of stationarity against fractionally-integrated alternatives (1996)
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