The KPSS stationarity test as a unit root test (Q1194710): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Testing for a unit root in time series regression
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+Trends and Random Walks in Macroeconomic Time Series: A Re-Examination
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+Testing for unit roots in autoregressive-moving average models of unknown order
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