• Title of article

    The KPSS test with seasonal dummies

  • Author/Authors

    Peter C. B. Phillips، نويسنده , , Sainan Jin، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2002
  • Pages
    5
  • From page
    239
  • To page
    243
  • Abstract
    It is shown that the KPSS test for stationarity may be applied without change to regressions with seasonal dummies. In particular, the limit distribution of the KPSS statistic is the same under both the null and alternative hypotheses whether or not seasonal dummies are used.
  • Keywords
    Seasonal dummies , Stationarity test , Unit root , KPSS test
  • Journal title
    Economics Letters
  • Serial Year
    2002
  • Journal title
    Economics Letters
  • Record number

    435046

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=435046