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The finite sample distribution of the KPSS test - MaRDI portal

The finite sample distribution of the KPSS test (Q4762176)

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scientific article; zbMATH DE number 1568643
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The finite sample distribution of the KPSS test
scientific article; zbMATH DE number 1568643

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    The finite sample distribution of the KPSS test (English)
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    2000
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    unit root
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    saddlepoint approximation
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    numerical approximations
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    finite sample distribution
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    Laplace inversion
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