Spurious rejections by Perron tests in the presence of amisplaced or second break under the null
Authors: | Kim, Tae-Hwan ; Leybourne, Stephen J. ; Newbold, Paul |
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Institutions: | University <Nottingham> / Department of Economics |
Subject: | Hypothese | Ablehnung | spurious rejections | Macht | Power | Dummy | dummy variables |
Extent: | 56320 bytes 12 p. application/pdf |
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Series: | DISCUSSION PAPER ; NO. 99/37 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Qualitity management ; Market research ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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