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The KPSS test with outliers

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dc.creatorOtero Cardona, Jesús Gilbertospa
dc.creatorSmith J.spa
dc.date.accessioned2020-05-26T00:05:11Z
dc.date.available2020-05-26T00:05:11Z
dc.date.created2005spa
dc.description.abstractWe 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.eng
dc.format.mimetypeapplication/pdf
dc.identifier.doihttps://doi.org/10.1007/s10614-005-9008-0
dc.identifier.issn09277099
dc.identifier.issn15729974
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/23764
dc.language.isoengspa
dc.publisherSpringer Netherlandsspa
dc.relation.citationEndPage67
dc.relation.citationIssueNo. 43924
dc.relation.citationStartPage59
dc.relation.citationTitleComputational Economics
dc.relation.citationVolumeVol. 26
dc.relation.ispartofComputational Economics, ISSN:09277099, 15729974, Vol.26, No.43924 (2005); pp. 59-67spa
dc.relation.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-33645758517&doi=10.1007%2fs10614-005-9008-0&partnerID=40&md5=802ce7a715d4c8712d0f56e7ba1b6e28spa
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto Completo)spa
dc.source.instnameinstname:Universidad del Rosariospa
dc.source.reponamereponame:Repositorio Institucional EdocURspa
dc.subject.keywordKPSS testspa
dc.subject.keywordMonte Carlospa
dc.subject.keywordOutliersspa
dc.subject.keywordPowerspa
dc.subject.keywordSizespa
dc.titleThe KPSS test with outliersspa
dc.typearticleeng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaArtículospa
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