Size improvement of the KPSS test using sieve bootstraps (Q694931)
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scientific article; zbMATH DE number 6117209
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| English | Size improvement of the KPSS test using sieve bootstraps |
scientific article; zbMATH DE number 6117209 |
Statements
Size improvement of the KPSS test using sieve bootstraps (English)
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19 December 2012
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stationarity
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size distortion
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0.87167144
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0.84629625
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0.8420336
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0.8405844
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0.83965665
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