LM-Type tests for a Unit Root Allowing for a Break in Trend
Year of publication: |
2004-08-11
|
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Authors: | Nunes, Luis C. |
Institutions: | Econometric Society |
Subject: | Unit Root | Structural Change | Lagrange Multiplier Test | Breaking Trend |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Econometric Society Australasian Meetings 2004 Number 190 |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models |
Source: |
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