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Finite simple distribution of the KPSS test

Hornik, Attila and Larsson, Rolf

Finite simple distribution of the KPSS test J5045 2000 - 2000 - 108-121 V. 03 Issue. 1

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Unit root;KPSS test;Laplace inversion;Saddlepoint approximation;

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