Size performance of the lagrange multiplier (LM) unit root test in the presence of a neglected break under the null
Year of publication: |
2008
|
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Authors: | Vougas, Dimitrios V. |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 15.2008, 7/9, p. 701-705
|
Subject: | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Schätztheorie | Estimation theory |
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