On the power of the KPSS test of stationarity against fractionally-integrated alternatives

A-Tier
Journal: Journal of Econometrics
Year: 1996
Volume: 73
Issue: 1
Pages: 285-302

Authors (2)

Lee, Dongin (not in RePEc) Schmidt, Peter (Michigan State University)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:econom:v:73:y:1996:i:1:p:285-302
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-29