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Bias correction of KPSS test with structural break for reducing of size distortion
Skrobotov, Anton - In: Journal of time series econometrics 6 (2014) 1, pp. 33-61
Persistent link: https://www.econbiz.de/10010225253
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Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null
Sollis, Robert - In: Journal of time series econometrics 8 (2016) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011440443
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Re-examination of convergence hypothesis among Indian states in panel stationarity testing framework with structural breaks
Mishra, Ankita; Mishra, Vinod - In: Applied economics 50 (2018) 3, pp. 268-286
Persistent link: https://www.econbiz.de/10011846815
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The US real GNP is trend-stationary after all
Omay, Tolga; Gupta, Rangan; Bonaccolto, Giovanni - In: Applied economics letters 24 (2017) 7/9, pp. 510-514
Persistent link: https://www.econbiz.de/10011712414
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Finite sample critical values for flexible fourier form lagrange-multiplier and dickey-fuller unit root tests
King, Alan - 2022
Persistent link: https://www.econbiz.de/10013279220
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On trend breaks and initial condition in unit root testing
Skrobotov, Anton - In: Journal of time series econometrics 10 (2018) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10011817686
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Seasonal unit roots, structural breaks and cointegration
Hall, Stephen G.; Scott, Andrew - 1990
Persistent link: https://www.econbiz.de/10000130886
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Size performance of the lagrange multiplier (LM) unit root test in the presence of a neglected break under the null
Vougas, Dimitrios V. - In: Applied economics letters 15 (2008) 7/9, pp. 701-705
Persistent link: https://www.econbiz.de/10003741635
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Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe; Harvey, David I.; Leybourne, … - In: Econometric theory 27 (2011) 5, pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
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Economic infrastructure, private capital formation, and FDI inflows to Hungary : a unit root and cointegration analysis with structural breaks
Ramírez, Miguel D.; Kőműves, Zsófia - In: Atlantic economic journal : AEJ 42 (2014) 4, pp. 367-382
Persistent link: https://www.econbiz.de/10010517388