Similar Search Results

Narrow search

Bootstrap M unit root tests

Cavaliere, Giuseppe; Taylor, Robert - In: Econometric reviews 28 (2009) 5, pp. 393-421

Persistent link: https://www.econbiz.de/10003873063

Critical values for the augmented efficient Wald test for fractional unit roots

Sephton, Peter S. - In: Empirical economics : a journal of the Institute for … 37 (2009) 3, pp. 615-626

Persistent link: https://www.econbiz.de/10003900971

GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypothesis

Carrion i Silvestre, Josep Lluís; Kim, Dukpa; Perron, … - In: Econometric theory 25 (2009) 6, pp. 1754-1792

Persistent link: https://www.econbiz.de/10003904443

The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions

Wan, Alan T. K.; Zou, Guohua; Banerjee, Anurag Narayan - In: Economics letters 94 (2007) 2, pp. 213-219

Persistent link: https://www.econbiz.de/10003417261

Identification of the true break date in innovational outlier unit root tests

Popp, Stephan (contributor) - 2007

The present paper considers Dickey-Fuller-type unit root tests which account for a structural break occurring at an unknown point in time. The break is modelled by an innovational outlier approach. Provided that the break date is estimated correctly, the exact invariance to a mean and a slope...