The Seasonal KPSS Test: Examining Possible Applications with Monthly Data and Additional Deterministic Terms
The literature has been notably less definitive in distinguishing between finite sample studies of seasonal stationarity than in seasonal unit root tests. Although the use of seasonal stationarity and unit root tests is advised to determine correctly the most appropriate form of the trend in a seaso...
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| Format: | Article |
| Language: | English |
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MDPI AG
2015-05-01
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| Series: | Econometrics |
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| Online Access: | http://www.mdpi.com/2225-1146/3/2/339 |