A guide to the computation of stationarity tests

Empirical Economics

Volumn 31, Issue 2, 2006, Pages 433-448

  Carrion i Silvestre, Josep Lluís ^a,c   Sansó, Andreu ^b  

^a UNIVERSITY OF BARCELONA   (Spain)

^b UNIVERSITAT DE LES ILLES BALEARS   (Spain)

^c NONE   (Spain)

Author keywords

KPSS test; LMC test; Long run variance estimation; Optimal bandwidth selection; Purchasing power parity; Stationarity test

Indexed keywords

EMPIRICAL ANALYSIS; OPTIMIZATION; PURCHASING POWER PARITY; VARIANCE ANALYSIS;

EID: 33745751240     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00181-005-0023-8     Document Type: Article

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