Comparison of unit root tests for time series with level shifts
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Publication:3440772
DOI10.1111/1467-9892.00285zbMath1112.62095WikidataQ56568309 ScholiaQ56568309MaRDI QIDQ3440772
Pentti Saikkonen, Markku Lanne, Helmut Lütkepohl
Publication date: 29 May 2007
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/76035/1/MPRA_paper_76035.pdf
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F99: Parametric inference
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Unit root testing, Unit root tests for time series with level shifts: a comparison of different proposals., On unit root tests in the presence of transitional growth, TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS, SAVINGS, INVESTMENT, EMPLOYMENT, AND INFLATION IN A SMALL OPEN ECONOMY WITH HABIT PERSISTENCE
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