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Joint hypothesis specification for unit root tests with a structural bank

Carrion i Silvestre, Josep Lluís; Sansó, Andreu - In: The econometrics journal 9 (2006) 2, pp. 196-224

Persistent link: https://www.econbiz.de/10003352017

A guide to the computation of stationarity tests

Carrion i Silvestre, Josep Lluís; Sansó, Andreu - In: Empirical economics : a journal of the Institute for … 31 (2006) 2, pp. 433-448

Persistent link: https://www.econbiz.de/10003333489

The KPSS test with two structural breaks

Carrion i Silvestre, Josep Lluís; Sansó, Andreu - In: Spanish economic review : SER 9 (2007) 2, pp. 105-127

Persistent link: https://www.econbiz.de/10003469584

Testing the null of cointegration with structural breaks

Carrion i Silvestre, Josep Lluís; Sansó, Andreu - In: Oxford bulletin of economics and statistics 68 (2006) 5, pp. 623-646

Persistent link: https://www.econbiz.de/10003379224

Raíces unitarias y cambios estructurales en las macromagnitudes españolas

Carrion i Silvestre, Josep Lluís; Artís Ortuño, Manuel; … - In: Revista de economía aplicada : publicación cuatrimestral 12 (2004) 35, pp. 5-27

Persistent link: https://www.econbiz.de/10002464192

Unit root and stationary tests' wedding

Carrion i Silvestre, Josep Lluís; Sansó, Andreu; … - In: Economics letters 70 (2001) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10001534693

Response surfaces for the Dickey-Fuller unit root test with structural breaks

Carrion i Silvestre, Josep Lluís; Sansó, Andreu; … - 1998

Persistent link: https://www.econbiz.de/10000982459

Response surfaces estimates for the Dickey-Fullet unit root test with structural breaks

Carrion i Silvestre, Josep Lluís; Sansó, Andreu; … - In: Economics letters 63 (1999) 3, pp. 279-283

Persistent link: https://www.econbiz.de/10001398932

Raíces unitarias y cambios estructurales en las macromagnitudes españolas

Carrion-i-Silvestre, Josep Lluís; Artís, Manuel; … - In: Revista de economía aplicada : publicación cuatrimestral 12 (2004) 35, pp. 5-27

Persistent link: https://www.econbiz.de/10009944701

Testing the Null of Cointegration with Structural Breaks

Carrion-i-Silvestre, Josep Lluís; Sansó, Andreu - 2007

We propose a Lagrange Multiplier-type statistic to test the null hypothesis of cointegration allowing for the possibility of a structural break, in both the deterministic and the cointegration vectors. Our proposal focuses on the presence of endogenous regressors. The test complements the usual...

Persistent link: https://www.econbiz.de/10014055798

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