Size and power properties of structural break unit root tests
Year of publication: |
2013
|
---|---|
Authors: | Narayan, Paresh Kumar ; Popp, Stephan |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 4/6, p. 721-728
|
Subject: | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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