Öğretmen Adaylarının Kpss ve Öğretmenlik Atamaları Hakkındaki Görüşleri
نویسندگان
چکیده
منابع مشابه
The KPSS Test with Outliers
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. JEL classification: C15, C22
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In this paper we generalize the KPSS-type test to allow for two structural breaks. Seven models have been de ned depending on the way that the structural breaks a¤ect the time series behaviour. The paper derives the limit distribution of the test both under the null and the alternative hypotheses and conducts a set of simulation experiments to analyse the performance in nite samples. Keywords:...
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This paper analyzes the asymptotic behavior of two types of so-called KPSS tests when a logarithm transformation has been applied spuriously to data that are themselves an integrated time series. Although a different limit distribution is obtained, the asymptotic convergence behavior of the KPSS statistic is reminiscent of that of integrated time series, and it is shown that the KPSS test canno...
متن کاملThe fragility of the KPSS stationarity test
Stationarity tests exhibit extreme size distortions if the observable process is stationary yet highly persistent. In this paper we provide a theoretical explanation for the size distortion of the KPSS test for DGPs with a broad range of first order autocorrelation coefficient. Considering a near-integrated, nearly stationary process we show that the asymptotic distribution of the test contains...
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ژورنال
عنوان ژورنال: Journal of Turkish Studies
سال: 2016
ISSN: 1308-2140
DOI: 10.7827/turkishstudies.9390