GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypothesis
Josep Lluis Carrion-i-Silvestre; Dukpa Kim; Pierre Perron
| Year of publication: |
2009
|
|---|---|
| Authors: | Carrion i Silvestre, Josep Lluís ; Kim, Dukpa ; Perron, Pierre |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 6, p. 1754-1792
|
| Subject: | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10003904443