Testing for unit roots in time series with level shifts
Year of publication: |
2001
|
---|---|
Authors: | Saikkonen, Pentti ; Lütkepohl, Helmut |
Published in: |
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society. - Heidelberg : Physica-Verl., ISSN 0002-6018, ZDB-ID 442-X. - Vol. 85.2001, 1, p. 1-25
|
Subject: | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Theorie | Theory |
-
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe, (2015)
-
Testing for output convergence : a re-examination
Cheung, Yin-Wong, (2000)
-
Is the efficient market hypothesis day-of-the-week dependent? : evidence from the banking sector
Narayan, Paresh Kumar, (2015)
- More ...
-
Testing for the cointegrating rank of a VAR process with level shift at unknown time
Lütkepohl, Helmut, (2001)
-
Order selection in testing for the cointegrating rank of a VAR process
Lütkepohl, Helmut, (1997)
-
Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti, (2001)
- More ...