A robust version of the KPSS test based on indicators (Q276913)
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scientific article; zbMATH DE number 6577360
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A robust version of the KPSS test based on indicators |
scientific article; zbMATH DE number 6577360 |
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A robust version of the KPSS test based on indicators (English)
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4 May 2016
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unit root testing
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time series
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asymptotic theory
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0.8386332988739014
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0.829546332359314
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0.8295462131500244
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0.8233985900878906
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0.8098599314689636
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