Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10005260732
Persistent link: https://www.econbiz.de/10005177479
In this note, we highlight a minor error in the asymptotic distribution of one of the Busetti and Harvey (2001) tests for stationarity in the presence of structural breaks, and provide corrected asymptotic critical values where relevant. In addition, we examine the extent to which finite sample...
Persistent link: https://www.econbiz.de/10005676627