Selection of the break in the Perron-type tests (Q265103): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2004.09.003
+Normal rank
@@ Property / OpenAlex ID @@
+W1982817565
@@ Property / OpenAlex ID: W1982817565 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4769776
@@ Property / cites work: Q4769776 / rank @@
+Normal rank
@@ Property / cites work @@
+Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in variables with a double change in the mean
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
+Normal rank
@@ Property / cites work @@
+Q4344418
@@ Property / cites work: Q4344418 / rank @@
+Normal rank
@@ Property / cites work @@
+Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests
+Normal rank
@@ Property / cites work @@
+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
+Normal rank
@@ Property / cites work @@
+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
+Normal rank
@@ Property / cites work @@
+Further evidence on breaking trend functions in macroeconomic variables
+Normal rank
@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank