Spurious logarithms and the KPSS statistic

DOI10.1016/S0165-1765(02)00067-8zbMath1015.91054OpenAlexW2075895369MaRDI QIDQ1608839

R. Smith

Publication date: 13 August 2002

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(02)00067-8

zbMATH Keywords

weak convergencenonlinearityintegrated time seriesunit root test

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Cites Work

• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• The KPSS stationarity test as a unit root test

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