Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses

  1. Gil-Alana, L.A.
Journal:
Computational Economics

ISSN: 0927-7099,  1572-9974

Year of publication: 2003

Volume: 22

Issue: 1

Pages: 23-38

Type: Article

DOI: 10.1023/A:1024553430101 GOOGLE SCHOLAR
Data source: Scopus