Finite Sample Critical Values of the Generalized KPSS Stationarity Test
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DOI: 10.1007/s10614-016-9586-z
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- Sebastian Kripfganz & Daniel C. Schneider, 2019. "Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models," Discussion Papers 1901, University of Exeter, Department of Economics.
- Mann, Janelle & Sephton, Peter, 2019. "A (negative) replication of ‘The relationship between energy consumption, energy prices, and economic growth: Time series evidence from Asian developing countries’ (Energy Economics, 2000)," Energy Economics, Elsevier, vol. 82(C), pages 78-84.
- Peter S. Sephton, 2024. "Finite Sample Lag Adjusted Critical Values and Probability Values for the Fourier Wavelet Unit Root Test," Computational Economics, Springer;Society for Computational Economics, vol. 64(2), pages 693-705, August.
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- John D. Levendis, 2018. "Time Series Econometrics," Springer Texts in Business and Economics, Springer, number 978-3-319-98282-3, March.
- Peter S. Sephton, 2022. "Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test," Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 177-183, January.
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Keywords
Response surface; Stationarity test; Monte Carlo;All these keywords.
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