Specification sensitivity in right-tailed unit root testing for explosive behavior

Peter C. B. Phillips; Shu-Ping Shi; Jun Yu

Year of publication:	2011
Authors:	Phillips, Peter C. B. ; Shi, Shu-ping ; Yu, Jun
Publisher:	New Haven, Conn. : Cowles Foundation for Research in Economics, Yale Univ.
Subject:	Unit root test \| Mildly explosive process \| Recursive regression \| Size and power \| Einheitswurzeltest \| Theorie \| Theory \| Regressionsanalyse \| Regression analysis \| Schätzung \| Estimation \| Modellierung \| Scientific modelling

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