The finite sample distribution of the KPSS test

DOI10.1111/1368-423X.00041zbMath1038.91551OpenAlexW1969660461MaRDI QIDQ4762176

Rolf Larsson, Attila Hornok

Publication date: 2000

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1368-423x.00041

zbMATH Keywords

saddlepoint approximationunit rootnumerical approximationsLaplace inversionfinite sample distribution

Mathematics Subject Classification ID

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

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