Antonio Montañés

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Selection of the break in the Perron-type tests
Journal of Econometrics
2016-04-01Paper
Measurement errors and outliers in seasonal unit root testing
Journal of Econometrics
2016-03-30Paper
Testing for a unit root in variables with a double change in the mean
Economics Letters
2014-04-03Paper
Detection of Additive Outliers in Seasonal Time Series
Journal of Time Series Econometrics
2013-06-14Paper
THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS
Econometric Reviews
2005-05-23Paper
Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests
Economics Letters
2002-09-01Paper
Structural breaks, unit roots and methods for removing the autocorrelation pattern
Statistics & Probability Letters
2000-08-10Paper
The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis.
Statistics & Probability Letters
1999-01-01Paper
Level shifts, unit roots and misspecification of the breaking date
Economics Letters
1998-07-22Paper


Research outcomes over time


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