caa a22 4500 467896399 CHVBK 20180406152805.0 cr unu---uuuuu 170328e20060601xx s 000 0 eng 10.1007/s00181-005-0023-8 doi (NATIONALLICENCE)springer-10.1007/s00181-005-0023-8 A guide to the computation of stationarity tests [Elektronische Daten] [Josep Carrion-i-Silvestre, Andreu Sansó] In this paper we compare ways of computing stationarity tests. We show that whereas some of the procedures recommended lead to inconsistency of the tests, it is still possible to compute a test with good properties in finite sample in terms of empirical size and power. The guidance suggested in the paper is illustrated by testing for the purchasing power parity hypothesis in some developed countries. Springer-Verlag, 2006 Stationarity test nationallicence KPSS test nationallicence LMC test nationallicence Optimal bandwidth selection nationallicence Long-run variance estimation nationallicence Purchasing Power Parity nationallicence Carrion-i-Silvestre Josep AQR Research Group, Departament d'Econometria, Estadística i Economia Espanyola, Universitat de Barcelona, Barcelona, Spain aut Sansó Andreu Department d'Economia Aplicada, Universitat de les Illes Balears, Palma de Mallorca, Spain aut Empirical Economics Physica-Verlag 31/2(2006-06-01), 433-448 0377-7332 31:2<433 2006 31 181 https://doi.org/10.1007/s00181-005-0023-8 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s00181-005-0023-8 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Carrion-i-Silvestre Josep AQR Research Group, Departament d'Econometria, Estadística i Economia Espanyola, Universitat de Barcelona, Barcelona, Spain aut NATIONALLICENCE 700 1- Sansó Andreu Department d'Economia Aplicada, Universitat de les Illes Balears, Palma de Mallorca, Spain aut NATIONALLICENCE 773 0- Empirical Economics Physica-Verlag 31/2(2006-06-01), 433-448 0377-7332 31:2<433 2006 31 181 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer