A robust version of the KPSS test based on indicators
Robert M. de Jong, Christine Amsler, Peter Schmidt
| Year of publication: |
2007
|
|---|---|
| Authors: | Jong, Robert M. de ; Amsler, Christine Elaine ; Schmidt, Peter |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 137.2007, 2, p. 311-333
|
| Subject: | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| 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://www.econbiz.de/10003441741