Unit Root Tests and Structural Change when the Initial Observation is Drawn from its unconditional Distribution
Year of publication: |
2006
|
---|---|
Authors: | Liu, Hui ; Rodriguez, Gabriel |
Institutions: | Département d'Économie / Department of Economics, Université d'Ottawa / University of Ottawa |
Subject: | Initial Condition | Feasible Optimal Point Test | GLS Detrending | Power Envelope | Unit Root | Structural Change |
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