Misspecification tests, unit roots and level shifts (Q1319617): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/0165-1765(93)90025-8 / rank
 
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Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
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Property / cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis / rank
 
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Latest revision as of 13:39, 22 May 2024

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Misspecification tests, unit roots and level shifts
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