Spurious Rejections by Perron Tests in the Presence of a Break
Year of publication: |
2000
|
---|---|
Authors: | Kim, Tae-hwan ; Leybourne, Stephen James ; Newbold, Paul |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Einheitswurzeltest | Unit root test |
Description of contents: | Abstract [papers.ssrn.com] |
-
A family of nonparametric unit root tests for processes driven by infinite variance innovations
Gogebakan, Kemal Caglar, (2022)
-
Unit root testing with stationary covariates and a structural break in the trend function
Fossati, Sebastian, (2011)
-
Causality between liquidity management and profitability : evidence from Indian CPSEs
Bagchi, Bhaskar, (2014)
- More ...
-
Spurious rejections by Perron tests in the presence of a break
Kim, Tae-hwan, (2000)
-
Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James, (2003)
-
Examination of some more powerful modifications of the Dickey-Fuller test
Leybourne, Stephen James, (2003)
- More ...