Identification of the true break date in innovational outlier unit root tests
Year of publication: |
2007
|
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Authors: | Popp, Stephan |
Institutions: | Fachbereich Wirtschaftswissenschaften, Universität Duisburg-Essen |
Subject: | Unit root tests | structural break | endogenous break date estimation | innovational outlier models | spurious rejections | component representation |
Extent: | application/pdf |
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Series: | IBES Diskussionsbeiträge. - ISSN 2192-5216. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 152 |
Source: |
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