The Effect of Linear Time Trends on the KPSS Test for Cointegration (Q2740036)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The Effect of Linear Time Trends on the KPSS Test for Cointegration |
scientific article |
Statements
The Effect of Linear Time Trends on the KPSS Test for Cointegration (English)
0 references
16 September 2001
0 references
integrated series with drift
0 references
effect of not detrending
0 references