The KPSS test with seasonal dummies
type: Item
instance of: scholarly article
title: The KPSS test with seasonal dummies
zbMATH Open document ID: 1027.91065
DOI: 10.1016/S0165-1765(02)00127-1
author: Peter C. B. Phillips
author: Sainan Jin
published in: Economics Letters
publication date: 2003-01-21T00:00:00Z
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 1856224
zbMATH Keywords: KPSS test
zbMATH Keywords: Seasonal dummies
zbMATH Keywords: Stationarity test
zbMATH Keywords: Unit root
MaRDI profile type: Publication
cites work: The econometric analysis of seasonal time series. With a foreword by Thomas J. Sargent
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?
cites work: Time Series Regression with a Unit Root
cites work: Asymptotics for linear processes
full work available at URL: s0165-1765(02)00127-1
OpenAlex ID: W3121754208
description: scientific article; zbMATH DE number 1856224