The effects of additive outliers on the seasonal KPSS test: a Monte Carlo analysis (Q3589965)
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scientific article; zbMATH DE number 5786693
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| English | The effects of additive outliers on the seasonal KPSS test: a Monte Carlo analysis |
scientific article; zbMATH DE number 5786693 |
Statements
The effects of additive outliers on the seasonal KPSS test: a Monte Carlo analysis (English)
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17 September 2010
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seasonal KPSS test
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additive outliers
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Monte Carlo simulation
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0.8287868499755859
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0.8154275417327881
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0.8054308891296387
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0.7954831123352051
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0.7842652201652527
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