MODIFIED KPSS TESTS FOR NEAR INTEGRATION (Q2886947): Difference between revisions

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+Confidence intervals for autoregressive coefficients near one
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+Minimizing the impact of the initial condition on testing for unit roots
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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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+Automatic Lag Selection in Covariance Matrix Estimation
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+Tests for Unit Roots and the Initial Condition
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+Size and power of tests of stationarity in highly autocorrelated time series
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+https://doi.org/10.1017/s0266466607070156
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+W3121558310
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+Publication:2886947