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:	2008-02
Authors:	Chandra, K. Suresh ; Janhavi, J.V.
Institutions:	Madras School of Economics
Subject:	time series

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Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	9 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010856669