Costs of misspecification in break-model unit-root tests
Year of publication: |
2014
|
---|---|
Authors: | Maican, Florín G. ; Sweeney, Richard J. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 1/3, p. 111-118
|
Subject: | unit root | Monte Carlo | break models | Monte-Carlo-Simulation | Monte Carlo simulation | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
-
On the finite sample size and power of the generallized KPSS test in the presence of level breaks
Sephton, Peter S., (2008)
-
On the persistence of cross-country inequality measures
Christopulos, Dēmētrēs K., (2017)
-
Theory and practice of testing for a single structural break in Stata
Majune, Socrates Kraido, (2018)
- More ...
-
Costs of misspecification in break-model unit-root tests
Maican, Florín G., (2012)
-
Rejection probabilities for a battery of unit-root tests
Maican, Florín G., (2013)
-
Real exchange rate adjustment in European transition countries
Maican, Florín G., (2013)
- More ...