Specification sensitivity in right-tailed unit root testing for explosive behaviour
Year of publication: |
2014
|
---|---|
Authors: | Phillips, Peter C. B. ; Shi, Shuping ; Yu, Jun |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 76.2014, 3, p. 315-333
|
Subject: | Unit root test | Mildly explosive process | Recursive regression | Size and power | Theorie | Theory | Einheitswurzeltest |
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