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Applied Economics Letters Volume 18, 2011 - Issue 18
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Original Articles

A Monte Carlo study to compare two recent modifications of the KPSS test for near integration

María-Isabel Ayuda Department of Economic Analysis, University of Zaragoza, Gran Vía 2-4, Zaragoza, 50005, SpainCorrespondence[email protected]
&
Antonio Aznar Department of Economic Analysis, University of Zaragoza, Gran Vía 2-4, Zaragoza, 50005, Spain
Pages 1759-1764 | Published online: 14 Apr 2011

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