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Unit Root Tests in the Presence of Innovational Outliers
Lanne, M.; Lütkepohl, H.; Saikkonen, P. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794917
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Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time
Lanne, M.; Lütkepohl, H.; Saikkonen, P. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796215
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Comparison of Unit Root Tests for Time Series with Level Shifts
Lanne, M.; Lütkepohl, H.; Saikkonen, P. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796272
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Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time
Lanne, M.; Lütkepohl, H.; Saikkonen, P. - In: Oxford bulletin of economics and statistics 65 (2003) 1, pp. 91
Persistent link: https://www.econbiz.de/10006436708
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Comparison of unit root tests for time series with level shifts
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - 1999
Persistent link: https://www.econbiz.de/10001424859
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Test procedures for unit roots in time series with level shifts at unknown time
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - 2001
Persistent link: https://www.econbiz.de/10001609552
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Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku; Lütkepohl, Helmut - 2001
Persistent link: https://www.econbiz.de/10001582163
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Unit root tests in the presence of innovational outliers
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - 2001
Persistent link: https://www.econbiz.de/10001630107
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Test procedures for unit roots in time series with level shifts at unknown time
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - In: Oxford bulletin of economics and statistics 65 (2003) 1, pp. 91-115
Persistent link: https://www.econbiz.de/10001741975
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Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku; Lütkepohl, Helmut - In: Economics letters 75 (2002) 1, pp. 109-114
Persistent link: https://www.econbiz.de/10001650898