Performance of LM-type unit root tests with trend break: a bootstrap approach (Q1929815): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2006.08.004 / rank | |||
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| Property / cites work: Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures / 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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| Property / cites work: Further evidence on breaking trend functions in macroeconomic variables / rank | |||
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Latest revision as of 02:29, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Performance of LM-type unit root tests with trend break: a bootstrap approach |
scientific article |
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Performance of LM-type unit root tests with trend break: a bootstrap approach (English)
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9 January 2013
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Lagrange multiplier unit root test
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structural change
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