A robust version of the KPSS test based on indicators
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Publication:276913
DOI10.1016/j.jeconom.2006.01.001zbMath1360.62442OpenAlexW2032864405MaRDI QIDQ276913
F. Blanchet-Sadri, M. Dambrine
Publication date: 4 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.01.001
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Ratio detection for mean change in α mixing observations, Testing for stationarity at high frequency, A Test for Strict Stationarity, KPSS test for functional time series, A test of the null of integer integration against the alternative of fractional integration, Robust inference in nonstationary time series models, Rank tests for short memory stationarity, A robust test for mean change in dependent observations, Stationarity against integration in the autoregressive process with polynomial trend, Strong convergence rate of robust estimator of change point, Testing stationarity of functional time series, Tests of strict stationarity based on quantile indicators
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