Unit root tests with a break in innovation variance
Year of publication: |
2002
|
---|---|
Authors: | Kim, Tae-Hwan ; Leybourne, Stephen ; Newbold, Paul |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 109.2002, 2, p. 365-388
|
Saved in:
Saved in favorites
Similar items by person
-
Examination of some more powerful modifications of the Dickey-Fuller test
Leybourne, Stephen James, (2003)
-
Spurious rejections by Perron tests in the presence of a break
Kim, Tae-hwan, (2000)
-
Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James, (2003)
- More ...