A note on the size of the KPSS unit root test (Q2440430): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:23, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the size of the KPSS unit root test |
scientific article |
Statements
A note on the size of the KPSS unit root test (English)
0 references
18 March 2014
0 references
KPSS test
0 references
unit root
0 references
fixed-\(b\) asymptotics
0 references
