A Nonlinear Unit Root Test in the Presence of an Unknown Break
Year of publication: |
2008
|
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Authors: | Popp, Stephan |
Publisher: |
Essen : Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) |
Subject: | Unit Root Test | Regression | Strukturbruch | Nichtlineares Verfahren | Theorie | Unit root tests | nonlinear regression | structural breaks | innovational outliers |
Series: | Ruhr Economic Papers ; 45 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-86788-046-6 |
Other identifiers: | 571468462 [GVK] hdl:10419/26810 [Handle] RePEc:zbw:rwirep:45 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models |
Source: |
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A Nonlinear Unit Root Test in the Presence of an Unknown Break
Popp, Stephan, (2008)
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A Nonlinear Unit Root Test in the Presence of an Unknown Break
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