Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks (Q3625367)
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scientific article; zbMATH DE number 5552628
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| English | Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks |
scientific article; zbMATH DE number 5552628 |
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Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks (English)
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12 May 2009
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additive outlier
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endogenous break unit root test
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structural break
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tables
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0.88769305
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0.8716326
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0.8681212
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0.8664876
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0.8628367
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0.8628311
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