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GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES
Carrion-i-Silvestre, Josep Lluís; Kim, Dukpa; Perron, … - In: Econometric theory 25 (2009) 6, pp. 1754-1792
Persistent link: https://www.econbiz.de/10008325210
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Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
Kim, Dukpa; Perron, Pierre - In: Journal of econometrics 148 (2009) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10008170386
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Estimating a common deterministic time trend break in large panels with cross sectional dependence
Kim, Dukpa - In: Journal of econometrics 164 (2011) 2, pp. 310-331
Persistent link: https://www.econbiz.de/10009291423
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Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope
Kim, Dukpa; Perron, Pierre - In: Journal of econometrics 149 (2009) 1, pp. 26-52
Persistent link: https://www.econbiz.de/10008899333
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Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
Kim, Dukpa; Perron, Pierre - In: Journal of econometrics 148 (2009) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10008890784
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Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope
Kim, Dukpa; Perron, Pierre - In: Journal of econometrics 149 (2009) 1, pp. 26-51
Persistent link: https://www.econbiz.de/10008237916