Data-dependent methods for the lag length selection in unit root tests with structural change
Year of publication: |
julio, 2015
|
---|---|
Authors: | Quineche Uribe, Ricardo ; Rodriguez, Gabriel |
Publisher: |
Lima - Perú : Departamento de Economía - Pontificia Universidad Católica del Perú |
Subject: | Strukturbruch | Structural break | Lag-Modell | Lag model | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
-
Finite-sample distribution of the augmented Dickey–Fuller test with lag optimization
Tam, Pui Sun, (2013)
-
Maeshiro, Asatoshi, (1999)
-
Agiwal, Varun, (2020)
- More ...
-
Macroeconomic effects of loan supply shocks: Empirical evidence for Peru
Martínez, Jefferson, (2021)
-
Urbina, Dante A., (2021)
-
Estimation of Peru’s sovereign yield curve : the role of macroeconomic and latent factors
Olivares Rios, Alejandra, (2019)
- More ...