Spurious logarithms and the KPSS statistic (Q1608839)
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scientific article; zbMATH DE number 1780569
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spurious logarithms and the KPSS statistic |
scientific article; zbMATH DE number 1780569 |
Statements
Spurious logarithms and the KPSS statistic (English)
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13 August 2002
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integrated time series
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unit root test
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weak convergence
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nonlinearity
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0.8055421113967896
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0.8055421113967896
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0.7890068888664246
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