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Finite-Sample Stability of the KPSS Test

Jönsson, Kristian LU (2006) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Working Paper
publication status
published
subject
keywords
Stationarity, Unit Root, KPSS test, Size distortion, Long-Run Variance, Monte Carlo Simulation, private consumption, Permanent Income Hypothesis
in
Working Papers, Department of Economics, Lund University
issue
23
publisher
Department of Economics, Lund Universtiy
language
English
LU publication?
yes
id
19d3a32c-9907-4ae8-a117-6fd676857f7a (old id 1387284)
alternative location
http://swopec.hhs.se/lunewp/abs/lunewp2006_023.htm
date added to LUP
2009-04-20 12:27:25
date last changed
2016-04-16 07:19:36
@misc{19d3a32c-9907-4ae8-a117-6fd676857f7a,
  author       = {Jönsson, Kristian},
  keyword      = {Stationarity,Unit Root,KPSS test,Size distortion,Long-Run Variance,Monte Carlo Simulation,private consumption,Permanent Income Hypothesis},
  language     = {eng},
  note         = {Working Paper},
  number       = {23},
  publisher    = {Department of Economics, Lund Universtiy},
  series       = {Working Papers, Department of Economics, Lund University},
  title        = {Finite-Sample Stability of the KPSS Test},
  year         = {2006},
}