A note on the size of the KPSS unit root test (Q2440430)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the size of the KPSS unit root test |
scientific article |
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A note on the size of the KPSS unit root test (English)
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18 March 2014
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KPSS test
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unit root
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fixed-\(b\) asymptotics
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