Unit Root Test and Structural Breaks
Year of publication: |
1995
|
---|---|
Authors: | Silvapulle, Param |
Institutions: | Department of Economics and Finance, La Trobe Business School |
Subject: | Unit Roots | Time Series EDIRC Provider-Institution: RePEc:edi:smlatau |
-
A Lagrange Multiplier Test Seasonal Fractional Integration
Silvapulle, Param, (1995)
-
A Score Test for Seasonal Fraction Integration and Cointegration
Silvapulle, Param, (1996)
-
Testing for a Unit Root in a Time Series with Mean Shifts
Silvapulle, Param, (1993)
- More ...
-
Silvapulle, Param, (1995)
-
Some Robust Properties of Unit Root Tests
Silvapulle, Param, (1993)
-
Robust Terms Against Smooth Transition Autoregressive (STAR) Models
Beg, A B M Rabiul Alam, (1998)
- More ...