Construct · 1 fields · 1 citations

KPSS test: a standalone construct

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Econometrics

a test that takes stationarity as the null hypothesis and a unit root as the alternative, reversing the usual unit root test framing.

In econometrics, KPSS test refers to a test that takes stationarity as the null hypothesis and a unit root as the alternative, reversing the usual unit root test framing. This meaning comes from Kwiatkowski (1992) in Journal of Econometrics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

framing4 fields · 8 citationsjingle · one name, four constructs hypothesis2 fields · 2 citationsjingle · one word, two constructs root3 fields · 5 citationsjingle · one word, three constructs

References

Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992). Testing the null hypothesis of stationarity against the alternative of a unit root. Journal of Econometrics, 54(1-3), 159-178. https://doi.org/10.1016/0304-4076(92)90104-y

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