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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2006.01.001
+Normal rank
@@ Property / OpenAlex ID @@
+W2032864405
@@ Property / OpenAlex ID: W2032864405 / rank @@
+Normal rank
@@ Property / cites work @@
+Long memory processes and fractional integration in econometrics
+Normal rank
@@ Property / cites work @@
+THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE  TO STOCHASTIC INTEGRALS I
+Normal rank
@@ Property / cites work @@
+Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
+Normal rank
@@ Property / cites work @@
+Generalizations of the KPSS‐test for stationarity
+Normal rank
@@ Property / cites work @@
+Cube root asymptotics
@@ Property / cites work: Cube root asymptotics / rank @@
+Normal rank
@@ Property / cites work @@
+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?
+Normal rank
@@ Property / cites work @@
+Long-Term Memory in Stock Market Prices
@@ Property / cites work: Long-Term Memory in Stock Market Prices / rank @@
+Normal rank
@@ Property / cites work @@
+Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
+Normal rank
@@ Property / cites work @@
+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
+Normal rank
@@ Property / cites work @@
+Q4001821
@@ Property / cites work: Q4001821 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3713481
@@ Property / cites work: Q3713481 / rank @@
+Normal rank
@@ Property / cites work @@
+An invariant sign test for random walks based on recursive median adjustment
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:276913