A robust version of the KPSS test based on indicators
| Year of publication: |
2007
|
|---|---|
| Authors: | Jong, Robert M. de ; Amsler, Christine ; Schmidt, Peter |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 137.2007, 2, p. 311-333
|
| Publisher: |
Elsevier |