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Journal of Statistical Computation and Simulation Volume 80, 2010 - Issue 6
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Original Articles

The effects of additive outliers on the seasonal KPSS test: a Monte Carlo analysis

Sami Khedhiri Department of Mathematics and Statistics, University of Prince Edward Island, Charlottetown, CanadaCorrespondence[email protected]
&
Ghassen El Montasser Department of Economics, University of Manouba, Tunisia
Pages 643-651 | Received 19 Sep 2008, Published online: 05 Mar 2009

Citations (3)

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Read on this site (1)

Ghassen El Montasser, Talel Boufateh & Fakhri Issaoui. (2015) The Seasonal KPSS Test When Neglecting Seasonal Dummies: A Monte Carlo Analysis. Journal of Interdisciplinary Mathematics 18:5, pages 525-537.
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Articles from other publishers (2)

Ghassen Montasser. (2015) The Seasonal KPSS Test: Examining Possible Applications with Monthly Data and Additional Deterministic Terms. Econometrics 3:2, pages 339-354.
Crossref
Surendra P. Verma, Lorena Díaz-González, Mauricio Rosales-Rivera & Alfredo Quiroz-Ruiz. (2014) Comparative Performance of Four Single Extreme Outlier Discordancy Tests from Monte Carlo Simulations. The Scientific World Journal 2014, pages 1-27.
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