Does the method of data detrending matter? A study of the KPSS test against long memory alternatives (Q1275109)
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scientific article; zbMATH DE number 1238825
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Does the method of data detrending matter? A study of the KPSS test against long memory alternatives |
scientific article; zbMATH DE number 1238825 |
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Does the method of data detrending matter? A study of the KPSS test against long memory alternatives (English)
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12 January 1999
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data-detrending
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KPSS test
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long memory
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0.8342399001121521
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0.8342399001121521
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0.828344464302063
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0.828344464302063
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