Does the method of data detrending matter? A study of the KPSS test against long memory alternatives (Q1275109): Difference between revisions

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+On the Theory of Testing for Unit Roots in Observed Time Series
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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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+On the power of the KPSS test of stationarity against fractionally-integrated alternatives
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+A simple test for parameter constancy in a nonlinear time series regression model
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+Long-Term Memory in Stock Market Prices
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Some results on testing for stationarity using data detrended in differences
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