Does the method of data detrending matter? A study of the KPSS test against long memory alternatives

Author: Su J.-j.  

Publisher: Elsevier

ISSN: 0165-1765

Source: Economics Letters, Vol.60, Iss.2, 1998-08, pp. : 139-146

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract