Does the method of data detrending matter? A study of the KPSS test against long memory alternatives (Q1275109)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Does the method of data detrending matter? A study of the KPSS test against long memory alternatives |
scientific article |
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Does the method of data detrending matter? A study of the KPSS test against long memory alternatives (English)
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12 January 1999
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data-detrending
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KPSS test
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long memory
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