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A robust version of the KPSS test based on indicators - MaRDI portal

A robust version of the KPSS test based on indicators (Q276913)

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scientific article; zbMATH DE number 6577360
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English
A robust version of the KPSS test based on indicators
scientific article; zbMATH DE number 6577360

    Statements

    A robust version of the KPSS test based on indicators (English)
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    4 May 2016
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    unit root testing
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    time series
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    asymptotic theory
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