On the power of the KPSS test of stationarity against fractionally-integrated alternatives
type: Item
instance of: scholarly article
title: On the power of the KPSS test of stationarity against fractionally-integrated alternatives
zbMATH Open document ID: 0856.62075
DOI: 10.1016/0304-4076(95)01741-0
author: Yanyan Li
published in: Journal of Econometrics
publication date: 1997-02-24T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 922053
zbMATH Keywords: fractional integration
zbMATH Keywords: null hypothesis of stationarity
zbMATH Keywords: stationary long memory alternatives
zbMATH Keywords: short memory process
MaRDI profile type: Publication
full work available at URL: 0304-4076(95)01741-0
OpenAlex ID: W1966964362
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description: scientific article; zbMATH DE number 922053