TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS
Year of publication: |
2007
|
---|---|
Authors: | Cavaliere, Giuseppe ; Georgiev, Iliyan |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 23.2007, 06, p. 1162-1215
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
Saved in favorites
Similar items by person
-
Bootstrapping Non-Stationary Stochastic Volatility
Boswijk, Peter, (2019)
-
Robust inference in autoregressions with multiple outliers
Cavaliere, Giuseppe, (2009)
-
Testing for unit roots in autoregressions with multiple level shifts
Cavaliere, Giuseppe, (2007)
- More ...