Testing Integration of Macroeconomic Time Series in Transitional Socialist Economies. A Modification of Perron Test
Year of publication: |
1997
|
---|---|
Authors: | Rybinski, Krzysztof |
Published in: |
Economic Change and Restructuring. - Springer, ISSN 1573-9414. - Vol. 30.1997, 2, p. 127-179
|
Publisher: |
Springer |
Subject: | integration | unit root tests | structural breaks | Monte Carlo | response surface |
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