A robust version of the KPSS test based on indicators (Q276913): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2006.01.001
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+W2032864405
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+Long memory processes and fractional integration in econometrics
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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+An invariant sign test for random walks based on recursive median adjustment
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