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~person:"Taylor, Robert"
~subject:"Lagrange multiplier testing principle"
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Lagrange multiplier testing principle
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Taylor, Robert
Iacone, Fabrizio
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Nielsen, Morten Ørregaard
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Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
2
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2020
approach in two distinct ways. First, we show that it can be generalised to allow for
testing
of the null hypothesis that a …
Persistent link: https://www.econbiz.de/10012243070
Saved in:
3
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
4
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2020
approach in two distinct ways. First, we show that it can be generalised to allow for
testing
of the null hypothesis that a …
Persistent link: https://www.econbiz.de/10012431074
Saved in:
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