Finite-Sample Stability of the KPSS Test

Kristian Jönsson

Finite-Sample Stability of the KPSS Test

Kristian Jönsson

Department of Economics

Research output: Working paper/Preprint › Working paper

21 Downloads (Pure)

Original language	English
Publisher	Department of Economics, Lund University
Publication status	Published - 2006

Publication series

Name	Working Papers, Department of Economics, Lund University
No.	23

Subject classification (UKÄ)

Economics

Free keywords

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

Access to Document

2006_23

http://swopec.hhs.se/lunewp/abs/lunewp2006_023.htm

Cite this

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title = "Finite-Sample Stability of the KPSS Test",

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author = "Kristian J{\"o}nsson",

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KW - Monte Carlo Simulation

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KW - Permanent Income Hypothesis

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BT - Finite-Sample Stability of the KPSS Test

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