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Bias correction of KPSS test with structural break for reducing of size distortion - MaRDI portal

Bias correction of KPSS test with structural break for reducing of size distortion (Q1695651)

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scientific article; zbMATH DE number 6835898
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English
Bias correction of KPSS test with structural break for reducing of size distortion
scientific article; zbMATH DE number 6835898

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    Bias correction of KPSS test with structural break for reducing of size distortion (English)
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    7 February 2018
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    stationarity tests
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    KPSS test
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    bias correction
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    size distortion
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    structural break
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