Title of article :
Consistency of the KPSS unit root test against fractionally integrated alternative
Author/Authors :
Lee، نويسنده , , Hyung S.; Amsler، نويسنده , , Christine ، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Pages :
10
From page :
151
To page :
160
Abstract :
We derive the asymptotic distribution of the Kwiatkowski et al. (1992) statistic under nonstationary long memory (1/2
Keywords :
Stationarity test statistic , Nonstationary long memory , Unit root
Journal title :
Economics Letters
Serial Year :
1997
Journal title :
Economics Letters
Record number :
434313
Link To Document :
