Costs of misspecification in break-model unit-root tests
Florin G. Maican and Richard J. Sweeney
| 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 | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation | Strukturbruch | Structural break | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010354074