The Phillips-Perron Test is a unit root test that belongs to the class of non-parametric methods for assessing stationarity in time series data, distinguished by its correction of autocorrelation and heteroskedasticity in the error terms without requiring the specification of a parametric model.
128
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241
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141
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2017–2026
29
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128
1–5 of 128
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241
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3
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3
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141
University of Rochester
Rochester, United States
4 h-index
4 publications
2.1K citations
Erasmus University Rotterdam
Rotterdam, The Netherlands
3 h-index
4 publications
151 citations
Jimma University
Jimma, Ethiopia
3 h-index
9 publications
177 citations
Federal Reserve Board of Governors
Washington D.C., United States
2 h-index
2 publications
89 citations
Université de Montréal
Montreal, Canada
2 h-index
2 publications
312 citations
Birla Institute of Technology and Science, Pilani
Pilāni, India
2 h-index
2 publications
126 citations
Michigan State University
East Lansing, United States
2 h-index
3 publications
92 citations
University of Helsinki
Helsinki, Finland
2 h-index
3 publications
79 citations
1–8 of 141
Venues
- Economics Letters
6 publications · 334 citations
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- Econometric Theory
6 publications · 264 citations
6
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- Journal of Business and Economic Statistics
JBES · 5 publications · 1.8K citations
5
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- RePEc: Research Papers in Economics
Repository · 4 publications · 180 citations
4
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- Mediterranean Journal of Social Sciences
3 publications · 163 citations
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