Add to ORKGThis paper shows through a Monte Carlo analysis the effect of neglecting seasonal deterministics on the seasonal KPSS test. We found that the test is most of the time heavily oversized and not convergent in this case. In addition, Bartlett-type non-parametric correction of error variances did not signally change the test's rejection frequencies
This paper presents a response surface analysis for the distributions of the popular tests for seaso...
Abstract: Nonparametric unit-root tests are a useful addendum to the tool-box of time-series analysi...
The KPSS test is very popular and used extensively by practitioners. The test considers two models u...
This paper shows through a Monte Carlo analysis the effect of neglecting seasonal deterministics on ...
The literature distinguishes finite sample studies of seasonal stationarity quite less intensely tha...
The limit theory of the seasonal KPSS test is established under the null hypothesis using seasonal d...
The literature has been notably less definitive in distinguishing between finite sample studies of s...
Sometimes, integration tests are applied to seasonal data without al-lowing for seasonal determinist...
We develop tests for the presence of deterministic seasonal behaviour and seasonal mean shifts in a ...
This paper analyses additive outlier and innovational outlier tests for seasonal unit roots when sea...
In many empirical studies concerning seasonal time series, it has been shown that the whole set of u...
This paper analyses the limit distributions of the seasonal unit root test procedures proposed by Di...
This article proposes a locally best invariant test of the null hypothesis of seasonal stationarity ...
Few authors have studied, either asymptotically or in finite samples, the size and power of seasonal...
In this paper it is demonstrated by simulation that, contrary to a widely held belief, pure seasonal...
This paper presents a response surface analysis for the distributions of the popular tests for seaso...
Abstract: Nonparametric unit-root tests are a useful addendum to the tool-box of time-series analysi...
The KPSS test is very popular and used extensively by practitioners. The test considers two models u...
This paper shows through a Monte Carlo analysis the effect of neglecting seasonal deterministics on ...
The literature distinguishes finite sample studies of seasonal stationarity quite less intensely tha...
The limit theory of the seasonal KPSS test is established under the null hypothesis using seasonal d...
The literature has been notably less definitive in distinguishing between finite sample studies of s...
Sometimes, integration tests are applied to seasonal data without al-lowing for seasonal determinist...
We develop tests for the presence of deterministic seasonal behaviour and seasonal mean shifts in a ...
This paper analyses additive outlier and innovational outlier tests for seasonal unit roots when sea...
In many empirical studies concerning seasonal time series, it has been shown that the whole set of u...
This paper analyses the limit distributions of the seasonal unit root test procedures proposed by Di...
This article proposes a locally best invariant test of the null hypothesis of seasonal stationarity ...
Few authors have studied, either asymptotically or in finite samples, the size and power of seasonal...
In this paper it is demonstrated by simulation that, contrary to a widely held belief, pure seasonal...
This paper presents a response surface analysis for the distributions of the popular tests for seaso...
Abstract: Nonparametric unit-root tests are a useful addendum to the tool-box of time-series analysi...
The KPSS test is very popular and used extensively by practitioners. The test considers two models u...