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Applied Economics Letters Volume 15, 2008 - Issue 11
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Original Articles

On the finite sample size and power of the generalized KPSS test in the presence of level breaks

Peter S. Sephton School of Business, Queen's University, Kingston, ON, Canada, K7L 3N6Correspondence[email protected]
Pages 833-843 | Published online: 12 Sep 2008

Citations (4)

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Read on this site (1)

P. S. Sephton. (2012) Breaking deterministics, test size and the efficient Wald test for fractional unit roots. Applied Economics Letters 19:1, pages 83-85.
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Articles from other publishers (3)

Arun Narayanasamy, Humnath Panta & Rohit Agarwal. (2023) Relations among Bitcoin Futures, Bitcoin Spot, Investor Attention, and Sentiment. Journal of Risk and Financial Management 16:11, pages 474.
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Peter Sephton. (2016) Finite Sample Critical Values of the Generalized KPSS Stationarity Test. Computational Economics 50:1, pages 161-172.
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Omid Bozorg-Haddad, Mohammad Solgi & Hugo A. Loáiciga. (2016) Investigation of Climatic Variability with Hybrid Statistical Analysis. Water Resources Management 31:1, pages 341-353.
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