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dc.creatorOtero J. 
dc.creatorSmith J. 
dc.date.accessioned2020-05-26T00:05:11Z
dc.date.available2020-05-26T00:05:11Z
dc.date.created2005
dc.identifier.issn09277099
dc.identifier.issn15729974
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/23764
dc.description.abstract"We investigate the effects of outliers on the KPSS tests. We find that for nonstationary series outliers induce spurious stationarity by lowering the power of these tests. The empirical size of these tests is also found to be sensitive to the location of the outlier. © Springer Science+Business Media, Inc. 2005."
dc.format.mimetypeapplication/pdf
dc.language.isoeng
dc.relation.ispartofComputational Economics, ISSN:09277099, 15729974, Vol.26, No.43924 (2005); pp. 59-67
dc.relation.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-33645758517&doi=10.1007%2fs10614-005-9008-0&partnerID=40&md5=802ce7a715d4c8712d0f56e7ba1b6e28
dc.sourceinstname:Universidad del Rosario
dc.sourcereponame:Repositorio Institucional EdocUR
dc.titleThe KPSS test with outliers
dc.typearticle
dc.publisherSpringer Netherlands
dc.subject.keywordKPSS test
dc.subject.keywordMonte Carlo
dc.subject.keywordOutliers
dc.subject.keywordPower
dc.subject.keywordSize
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.type.spaArtículo
dc.rights.accesoAbierto (Texto Completo)
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.identifier.doihttps://doi.org/10.1007/s10614-005-9008-0
dc.relation.citationEndPage67
dc.relation.citationIssueNo. 43924
dc.relation.citationStartPage59
dc.relation.citationTitleComputational Economics
dc.relation.citationVolumeVol. 26


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