On the finite sample size and power of the generallized KPSS test in the presence of level breaks
Peter S. Sephton
| Year of publication: |
2008
|
|---|---|
| Authors: | Sephton, Peter S. |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 15.2008, 10/12, p. 833-843
|
| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Statistische Methodenlehre | Statistical theory | Monte-Carlo-Simulation | Monte Carlo simulation | Stichprobenerhebung | Sampling |
| Extent: | graph. Darst. |
|---|---|
| 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/10003785755