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Original Articles

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

Pages 693-695 | Published online: 07 Oct 2010

References

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  • Kwiatkowski , D. , Phillips , P. C. B. , Schmidt , P. and Shin , Y. 1992 . Testing the null hypothesis of stationarity against the alternative of a unit root: how sure are we that economic series have a unit root? . Journal of Econometrics , 54 : 159 – 178 .
  • Lee , D. and Schmidt , P. 1996 . On the power of the KPSS test of stationarity against fractionally-integrated alternatives . Journal of Econometrics , 73 : 285 – 302 .
  • Shin , Y. 1992 . Testing Economic Time Series For Stationarity and Nonstationarity , Michigan State University . PhD Dissertation

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