Specification sensitivity in right-tailed unit root testing for explosive behaviour
Peter C. Phillips, Shuping Shi and Jun Yu
| Year of publication: |
2014
|
|---|---|
| Authors: | Phillips, Peter C. B. ; Shi, Shuping ; Yu, Jun |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 76.2014, 3, p. 315-333
|
| Subject: | Unit root test | Mildly explosive process | Recursive regression | Size and power | Einheitswurzeltest | Theorie | Theory | Regressionsanalyse | Regression analysis | Schätzung | Estimation |
| 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/10010474929