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Spurious break

Nunes, Luis C.; Kuan, Chung-ming; Newbold, Paul - 1993

Persistent link: https://www.econbiz.de/10000866015

Testing for unit roots with breaks : evidence on the great crash and the unit root hypothesis reconsidered

Nunes, Luis C. - In: Oxford bulletin of economics and statistics 59 (1997) 4, pp. 435-448

Persistent link: https://www.econbiz.de/10001230927

Spurious break

Nunes, Luis C. - In: Econometric theory 11 (1995) 4, pp. 736-749

Persistent link: https://www.econbiz.de/10001192727

Spurious number of breaks

Nunes, Luis C. - In: Economics letters 50 (1996) 2, pp. 175-178

Persistent link: https://www.econbiz.de/10001194694

Spurious break

Nunes, Luis C.; Kuan, Chung-ming; Newbold, Paul - 1993 - Rev

Persistent link: https://www.econbiz.de/10000885319

Testing for unit-roots with breaks : evidence on the great crash and the unit-root hypothesis reconsidered

Nunes, Luis C.; Newbold, Paul; Kuan, Chung-ming - 1994

Persistent link: https://www.econbiz.de/10000891463

Instability in Cointegration Regressions : Further Discussion with an Application to Money Demand in Portugal

de A. Gabriel, Vasco J.C.R; da Silva Lopes, Artur C.B; … - 1999

This study addresses some modeling questions related to the possibility of structural change in models with non-stationary variables. Focusing on cointegration issues, some methodological aspects ere discussed, attempting to integrate coherently the several steps of the modelling strategy. These...

Persistent link: https://www.econbiz.de/10014194994