Finite-Sample Stability of the KPSS Test

Kristian Jönsson

Research output: Working paper/PreprintWorking paper

13 Downloads (Pure)
Original languageEnglish
PublisherDepartment of Economics, Lund University
Publication statusPublished - 2006

Publication series

NameWorking Papers, Department of Economics, Lund University

Subject classification (UKÄ)

  • Economics

Free keywords

  • Stationarity
  • Unit Root
  • KPSS test
  • Size distortion
  • Long-Run Variance
  • Monte Carlo Simulation
  • private consumption
  • Permanent Income Hypothesis

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