Performance of LM-type unit root tests with trend break : a bootstrap approach
Win Lin Chou
| Year of publication: |
2007
|
|---|---|
| Authors: | Chou, Win-lin ; Corchón, Luis C. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 94.2007, 1, p. 76-82
|
| Subject: | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
| 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/10003404027