Add to ORKGWe 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
A Monte Carlo simulation study was conducted to examine outliers’ influence on Type I error rates in...
The literature distinguishes finite sample studies of seasonal stationarity quite less intensely tha...
Outliers are often ubiquitous in surveys that involve linear measurements. Knowing that the presence...
We investigate the effects of outliers on the KPSS tests. We find that for nonstationary series outl...
We investigate the effects of outliers on the KPSS tests. We find that for nonstationary series outl...
The thesis deals with some of the anomalies,that affect the predictive performance of univariate tim...
This paper proposes a new stationarity test based on the KPSS test with less size distortion. We ext...
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 KPSS test is very popular and used extensively by practitioners. The test considers two models u...
The outliers’ influence on power rates in ANOVA and Welch tests at various conditions was examined a...
Existence of outliers and structural breaks having mutually unknown nature, in time series data, off...
This article discusses the properties of the univariate Dickey-Fuller test and the Johansen test for...
The detection and estimation of outliers in a saturated factorial experimental setting is researched...
To specify an econometric model with time series data, it is important to determine the order of int...
A Monte Carlo simulation study was conducted to examine outliers’ influence on Type I error rates in...
The literature distinguishes finite sample studies of seasonal stationarity quite less intensely tha...
Outliers are often ubiquitous in surveys that involve linear measurements. Knowing that the presence...
We investigate the effects of outliers on the KPSS tests. We find that for nonstationary series outl...
We investigate the effects of outliers on the KPSS tests. We find that for nonstationary series outl...
The thesis deals with some of the anomalies,that affect the predictive performance of univariate tim...
This paper proposes a new stationarity test based on the KPSS test with less size distortion. We ext...
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 KPSS test is very popular and used extensively by practitioners. The test considers two models u...
The outliers’ influence on power rates in ANOVA and Welch tests at various conditions was examined a...
Existence of outliers and structural breaks having mutually unknown nature, in time series data, off...
This article discusses the properties of the univariate Dickey-Fuller test and the Johansen test for...
The detection and estimation of outliers in a saturated factorial experimental setting is researched...
To specify an econometric model with time series data, it is important to determine the order of int...
A Monte Carlo simulation study was conducted to examine outliers’ influence on Type I error rates in...
The literature distinguishes finite sample studies of seasonal stationarity quite less intensely tha...
Outliers are often ubiquitous in surveys that involve linear measurements. Knowing that the presence...