Unit Root Tests for Time Series in the Presence of an Explosive Root

This paper describes a modification for the practical relevance of unit root tests for time series generated by linear stochastic difference equations with an explosive root.

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Year of publication:	2008-01
Authors:	Chandra, K. Suresh ; Janhavi, J.V.
Institutions:	East Asian Bureau of Economic Research (EABER)
Subject:	time series \| linear stochastic difference equations \| Explosive root

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Extent:	application/pdf
Series:	Development Economics Working Papers.
Type of publication:	Book / Working Paper
Classification:	C22 - Time-Series Models ; C02 - Mathematical Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009365220