All Rights Reserved
AccessEcon LLC 2006, 2008.
Powered by MinhViet JSC
ralph lauren polo

 
Johan Lyhagen
 
''The seasonal KPSS statistic''
( 2006, Vol. 3 No.13 )
 
 
In this paper a seasonal version of the KPSS test for unit roots are proposed and its asymptotic distribution is stated. Further, a small Monte Carlo simulation is used to analyse some size and power properties.
 
 
Keywords:
JEL: C2 - Single Equation Models; Single Variables: General
 
Manuscript Received : Mar 17 2006 Manuscript Accepted : May 25 2006

  This abstract has been downloaded 598 times                The Full PDF of this paper has been downloaded 87701 times