메뉴 건너뛰기




Volumn 26, Issue 3-4, 2005, Pages 59-67

Erratum: The KPSS test with outliers (Computational Economics (241-249) 10.1007/s10614-005-9008-0);The KPSS test with outliers

Author keywords

KPSS test; Monte Carlo; Outliers; Power; Size

Indexed keywords


EID: 33645758517     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1007/s10614-006-9056-0     Document Type: Erratum
Times cited : (8)

References (7)
  • 1
    • 21144473917 scopus 로고
    • Joint estimation of model parameters and outlier effects in time series
    • Chen, C. and Liu, L.-M. (1993). Joint estimation of model parameters and outlier effects in time series. Journal of the American Statistical Association 88, 284-297.
    • (1993) Journal of the American Statistical Association , vol.88 , pp. 284-297
    • Chen, C.1    Liu, L.-M.2
  • 2
    • 0036078156 scopus 로고    scopus 로고
    • Testing stationarity against unit roots and structural changes
    • Chen, M.-Y. (2002). Testing stationarity against unit roots and structural changes. Applied Economics Letters 9, 459-464.
    • (2002) Applied Economics Letters , vol.9 , pp. 459-464
    • Chen, M.-Y.1
  • 4
    • 0039789821 scopus 로고
    • The effects of additive outliers on tests for unit roots and cointegration
    • Franses, P.H. and Haldrup, N. (1994). The effects of additive outliers on tests for unit roots and cointegration. Journal of Business and Economic Statistics 12, 471-478.
    • (1994) Journal of Business and Economic Statistics , vol.12 , pp. 471-478
    • Franses, P.H.1    Haldrup, N.2
  • 5
    • 34247480179 scopus 로고
    • Testing the null hypothesis of stationarity against the alternative of a unit root
    • 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. Journal of Econometrics 54, 159-178.
    • (1992) Journal of Econometrics , vol.54 , pp. 159-178
    • Kwiatkowski, D.1    Phillips, P.C.B.2    Schmidt, P.3    Shin, Y.4
  • 6
    • 0000706085 scopus 로고
    • A simple, positive semi-definite, heteroskedastic and autocorrelation consistent covariance matrix
    • Newey, W.K. and West, K.D.(1987). A simple, positive semi-definite, heteroskedastic and autocorrelation consistent covariance matrix. Econometrica 55, 703-708.
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.K.1    West, K.D.2
  • 7
    • 0000899296 scopus 로고
    • The great crash, the oil price shock, and the unit root hypothesis
    • Perron, P. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica 57, 1361-1401.
    • (1989) Econometrica , vol.57 , pp. 1361-1401
    • Perron, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.