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Applied Economics Letters Volume 6, 1999 - Issue 10
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Original Articles

Size and power: lower tail KPSS tests and anti-persistent alternatives

Christine Amsler
Pages 693-695 | Published online: 07 Oct 2010
 
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Abstract

Evidence is presented on the size and power of the lower tail Kwiatkowski-Phillips-Schmidt-Shin stationarity test for testing the null hypothesis of short memory against the alternative hypothesis of anti-persistence.

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