Unit root tests in the presence of multiple breaks in variance
Soo-Bin Jeong, Bong-Hwan Kim, Tae-Hwan Kim and Hyung-Ho Moon
| Year of publication: |
June 2017
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|---|---|
| Authors: | Jeong, Soo-Bin ; Kim, Bong Hwan ; Kim, Tae-hwan ; Moon, Hyung-Ho |
| Published in: |
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0217-5908, ZDB-ID 231534-8. - Vol. 62.2017, 2, p. 345-361
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| Subject: | Dickey-Fuller test | variance break | wild bootstrap | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Varianzanalyse | Analysis of variance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0217590815500496 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011702157