{"id":"https://openalex.org/W1972010304","doi":"https://doi.org/10.1007/s10260-010-0130-3","title":"The fragility of the KPSS stationarity test","display_name":"The fragility of the KPSS stationarity test","publication_year":2010,"publication_date":"2010-03-25","ids":{"openalex":"https://openalex.org/W1972010304","doi":"https://doi.org/10.1007/s10260-010-0130-3","mag":"1972010304"},"language":"en","primary_location":{"id":"doi:10.1007/s10260-010-0130-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10260-010-0130-3","pdf_url":null,"source":{"id":"https://openalex.org/S155615518","display_name":"Statistical Methods & Applications","issn_l":"1121-9130","issn":["1121-9130","1613-981X","1618-2510","2385-264X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistical Methods and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5016617122","display_name":"Nunzio Cappuccio","orcid":null},"institutions":[{"id":"https://openalex.org/I138689650","display_name":"University of Padua","ror":"https://ror.org/00240q980","country_code":"IT","type":"education","lineage":["https://openalex.org/I138689650"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Nunzio Cappuccio","raw_affiliation_strings":["Department of Economics, University of Padova, Padova, Italy","University of Padova"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics, University of Padova, Padova, Italy","institution_ids":["https://openalex.org/I138689650"]},{"raw_affiliation_string":"University of Padova","institution_ids":["https://openalex.org/I138689650"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5042101232","display_name":"Diego Lubian","orcid":"https://orcid.org/0000-0003-0839-8554"},"institutions":[{"id":"https://openalex.org/I119439378","display_name":"University of Verona","ror":"https://ror.org/039bp8j42","country_code":"IT","type":"education","lineage":["https://openalex.org/I119439378"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Diego Lubian","raw_affiliation_strings":["Department of Economics, University of Verona, Verona, Italy","Univ of Verona"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics, University of Verona, Verona, Italy","institution_ids":["https://openalex.org/I119439378"]},{"raw_affiliation_string":"Univ of Verona","institution_ids":["https://openalex.org/I119439378"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5016617122","https://openalex.org/A5042101232"],"corresponding_institution_ids":["https://openalex.org/I119439378","https://openalex.org/I138689650"],"apc_list":{"value":3290,"currency":"USD","value_usd":3290},"apc_paid":null,"fwci":1.7077,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.89500679,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"19","issue":"2","first_page":"237","last_page":"253"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.998199999332428,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.998199999332428,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.996999979019165,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9919000267982483,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autocorrelation","display_name":"Autocorrelation","score":0.687641441822052},{"id":"https://openalex.org/keywords/distortion","display_name":"Distortion (music)","score":0.609626054763794},{"id":"https://openalex.org/keywords/observable","display_name":"Observable","score":0.5935199856758118},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5774315595626831},{"id":"https://openalex.org/keywords/fragility","display_name":"Fragility","score":0.5463554859161377},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.4932336211204529},{"id":"https://openalex.org/keywords/range","display_name":"Range (aeronautics)","score":0.4842790961265564},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4392232298851013},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.42588481307029724},{"id":"https://openalex.org/keywords/term","display_name":"Term (time)","score":0.41656461358070374},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3969346582889557},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2147388756275177},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.15048155188560486},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.07051894068717957},{"id":"https://openalex.org/keywords/thermodynamics","display_name":"Thermodynamics","score":0.06201544404029846}],"concepts":[{"id":"https://openalex.org/C5297727","wikidata":"https://www.wikidata.org/wiki/Q786970","display_name":"Autocorrelation","level":2,"score":0.687641441822052},{"id":"https://openalex.org/C126780896","wikidata":"https://www.wikidata.org/wiki/Q899871","display_name":"Distortion (music)","level":4,"score":0.609626054763794},{"id":"https://openalex.org/C32848918","wikidata":"https://www.wikidata.org/wiki/Q845789","display_name":"Observable","level":2,"score":0.5935199856758118},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5774315595626831},{"id":"https://openalex.org/C80191262","wikidata":"https://www.wikidata.org/wiki/Q5477668","display_name":"Fragility","level":2,"score":0.5463554859161377},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.4932336211204529},{"id":"https://openalex.org/C204323151","wikidata":"https://www.wikidata.org/wiki/Q905424","display_name":"Range (aeronautics)","level":2,"score":0.4842790961265564},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4392232298851013},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.42588481307029724},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.41656461358070374},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3969346582889557},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2147388756275177},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.15048155188560486},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.07051894068717957},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.06201544404029846},{"id":"https://openalex.org/C146978453","wikidata":"https://www.wikidata.org/wiki/Q3798668","display_name":"Aerospace engineering","level":1,"score":0.0},{"id":"https://openalex.org/C194257627","wikidata":"https://www.wikidata.org/wiki/Q211554","display_name":"Amplifier","level":3,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C2776257435","wikidata":"https://www.wikidata.org/wiki/Q1576430","display_name":"Bandwidth (computing)","level":2,"score":0.0},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s10260-010-0130-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10260-010-0130-3","pdf_url":null,"source":{"id":"https://openalex.org/S155615518","display_name":"Statistical Methods & Applications","issn_l":"1121-9130","issn":["1121-9130","1613-981X","1618-2510","2385-264X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistical Methods and Applications","raw_type":"journal-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.622.8362","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.622.8362","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://dse.univr.it/workingpapers/fragility_kpss.pdf","raw_type":"text"},{"id":"pmh:oai:RePEc:spr:stmapp:v:19:y:2010:i:2:p:237-253","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s10260-010-0130-3","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:www.research.unipd.it:11577/2423442","is_oa":false,"landing_page_url":"http://hdl.handle.net/11577/2423442","pdf_url":null,"source":{"id":"https://openalex.org/S4306402547","display_name":"Padua Research Archive (University of Padova)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I138689650","host_organization_name":"University of Padua","host_organization_lineage":["https://openalex.org/I138689650"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.49000000953674316,"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320321873","display_name":"Ministero dell\u2019Istruzione, dell\u2019Universit\u00e0 e della Ricerca","ror":"https://ror.org/0166hxq48"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W1496642677","https://openalex.org/W1582394249","https://openalex.org/W1588163064","https://openalex.org/W1963640938","https://openalex.org/W1971327280","https://openalex.org/W1986446727","https://openalex.org/W1988601874","https://openalex.org/W2001930004","https://openalex.org/W2016960919","https://openalex.org/W2041002871","https://openalex.org/W2048575689","https://openalex.org/W2049000091","https://openalex.org/W2056665261","https://openalex.org/W2062828565","https://openalex.org/W2063990879","https://openalex.org/W2064234558","https://openalex.org/W2084868661","https://openalex.org/W2085506904","https://openalex.org/W2097580026","https://openalex.org/W2099467635","https://openalex.org/W2108446661","https://openalex.org/W2160750331","https://openalex.org/W2165374033","https://openalex.org/W2179874418","https://openalex.org/W2571184339","https://openalex.org/W3023906401","https://openalex.org/W3121217699","https://openalex.org/W3124550551"],"related_works":["https://openalex.org/W1979571865","https://openalex.org/W4283651292","https://openalex.org/W2079972888","https://openalex.org/W1505219605","https://openalex.org/W2982196623","https://openalex.org/W4293569367","https://openalex.org/W2558906332","https://openalex.org/W3094159717","https://openalex.org/W4283074169","https://openalex.org/W2759405284"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":3},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":1}],"updated_date":"2026-08-21T09:56:20.448147","created_date":"2025-10-10T00:00:00"}