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| Johan Lyhagen |
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| ''The seasonal KPSS statistic'' |
| ( 2006, Vol. 3 No.13 ) |
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| 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. |
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| Keywords: |
JEL: C2 - Single Equation Models; Single Variables: General
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| Manuscript Received : Mar 17 2006 | | Manuscript Accepted : May 25 2006 |
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