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