A note on the size of the KPSS unit root test (Q2440430)
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scientific article; zbMATH DE number 6271046
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| English | A note on the size of the KPSS unit root test |
scientific article; zbMATH DE number 6271046 |
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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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0.8890237212181091
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0.8139498233795166
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0.7963981032371521
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0.7960802316665649
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0.7944071292877197
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