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Mar 30 2023 |
Adam J. Check , Ming Chien Lo and Kwok Ping Tsang |
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Are unit root tests useful for univariate time series forecasts with different orders of integration? A Monte Carlo study |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Mar 12 2012 |
Ahamada Ibrahim and Boutahar Mohamed |
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Power of the KPSS test against shift in variance:
a further investigation. |
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Abstract Contact Information Citation Full Text - Note |
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Nov 23 2010 |
Catherine L. McDevitt and James R. Irwin |
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Efficient markets: land and slave prices in Henrico County, Virginia, 1782-1863 |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jan 06 2010 |
Masafumi Kozuka |
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On the stationarity of Japanese-yen based purchasing power parity in the presence of the structural breaks
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Abstract Contact Information Citation Full Text - Note |
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May 25 2006 |
Johan Lyhagen |
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The seasonal KPSS statistic |
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Abstract Contact Information Citation Full Text - Note |
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Dec 13 2005 |
Marco Barassi |
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On KPSS with GARCH errors |
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Abstract Contact Information Citation Full Text - Note |
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May 13 2004 |
Olivier Darné |
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The effects of additive outliers on stationarity tests: a monte carlo study |
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Abstract Contact Information Citation Full Text - Note |
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Feb 19 2004 |
AHAMADA IBRAHIM |
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A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate |
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Abstract Contact Information Citation Full Text - Note |
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