The KPSS test with seasonal dummies (Q1852916): Difference between revisions
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| Property / cites work: The Econometric Analysis of Seasonal Time Series / rank | |||
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| Property / cites work: 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? / rank | |||
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| Property / cites work: Time Series Regression with a Unit Root / rank | |||
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| Property / cites work: Asymptotics for linear processes / rank | |||
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Revision as of 10:20, 5 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The KPSS test with seasonal dummies |
scientific article |
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The KPSS test with seasonal dummies (English)
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21 January 2003
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KPSS test
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Seasonal dummies
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Stationarity test
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Unit root
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