A note on the size of the KPSS unit root test
Jen-Je Su; Christine Amsler; Peter Schmidt
| Year of publication: |
2012
|
|---|---|
| Authors: | Su, Jen-je ; Amsler, Christine Elaine ; Schmidt, Peter |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 117.2012, 3, p. 697-699
|
| Subject: | Theorie | Theory | Statistische Methodenlehre | Statistical theory | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009680830