Reducing the size distortion of the KPSS test (Q3103196): Difference between revisions

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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+Consistent autoregressive spectral estimates
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+MODIFIED KPSS TESTS FOR NEAR INTEGRATION
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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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+Reducing size distortions of parametric stationarity tests
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+Size and power of tests of stationarity in highly autocorrelated time series
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+THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES
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+Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
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+Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models
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