A guide to the computation of stationarity tests
Year of publication: |
2006
|
---|---|
Authors: | Carrion-i-Silvestre, Josep ; Sansó, Andreu |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 31.2006, 2, p. 433-448
|
Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | Stationarity test | KPSS test | LMC test | Optimal bandwidth selection | Long-run variance estimation | Purchasing Power Parity |
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