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The KPSS test with seasonal dummies

By Peter C. B. Phillips and Sainan JinCowles Foundation, Paper No, Peter C. B. Phillips and Sainan Jin

Abstract

www.elsevier.com/locate/econbase The KPSS test with seasonal dummie

Topics: KPSS test, Seasonal dummies, Stationarity test, Unit root JEL classification, C32 Time series models
Year: 2002
OAI identifier: oai:CiteSeerX.psu:10.1.1.414.9554
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