Title

The KPSS Test with Seasonal Dummies

Document Type

Discussion Paper

Publication Date

5-1-2002

CFDP Number

1373

CFDP Pages

6

Abstract

It is shown that the KPSS test for stationarity may be applied without change to regressions with seasonal dummies. In particular, the limit distribution of the KPSS statistic is the same under both the null and alternative hypotheses whether or not seasonal dummies are used.

This document is currently not available here.

Share

COinS