Consistency of the KPSS unit root test against fractionally integrated alternative

Author： Bagby R.M.   Kennedy S.H.   Schuller D.R.   Dickens S.E.   E. Minifie C.   Levitt A.   Joffe R.   Lee H.S.   Amsler C.  

Publisher： Elsevier

ISSN： 0165-1765

Source： Economics Letters, Vol.55, Iss.2, 1997-08, pp. : 151-160

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