KPSS and Leybourne-McCabe autocorrelation corrections in stationarity tests

In Collections: Electronic Theses & Dissertations

Copyright Status: In Copyright

Material Type: Theses

Authors: Cho, Yongsu

Date: 2002

Subjects: Time-series analysis

Program of Study: Economics

Degree Level: Doctoral

Language: English

Pages: x, 129 pages

Permalink: https://doi.org/doi:10.25335/d8ag-sp73