The KPSS Test with Outliers


  • Economic Research Papers


  • We 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.

fecha de publicación

  • 2003-11

Líneas de investigación

  • Agricultural and Food Policy
  • Research Methods
  • Statistical Methods


  • 269574