Size and power: lower tail KPSS tests and anti-persistent alternatives

Evidence is presented on the size and power of the lower tail Kwiatkowski-Phillips-Schmidt-Shin stationarity test for testing the null hypothesis of short memory against the alternative hypothesis of anti-persistence.

MoreLess

Year of publication:	1999
Authors:	Amsler, Christine
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 6.1999, 10, p. 693-695
Publisher:	Taylor & Francis Journals

More details

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009207722