✦ LIBER ✦

A joint test for a unit root and common factor restrictions in the presence of a structural break

✍ Scribed by Junsoo Lee; Christine Amsler

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Joint hypothesis specification for unit

✍ Josep Lluís Carrion-i-Silvestre; Andreu Sansó 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 264 KB

Testing for a Unit Root in a Process Exh

✍ Chris Brooks; Alistair G. Rew 📂 Article 📅 2002 🏛 Springer US 🌐 English ⚖ 131 KB

On the end-point issue in unit root test

✍ Junsoo Lee 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 42 KB

Joint Hypothesis Tests for a Unit Root W

✍ Amit Sen 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 544 KB

On LM-type tests for seasonal unit roots

✍ Luis C. Nunes; Paulo M. M. Rodrigues 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 736 KB

Testing for a unit root in the presence

✍ Shigeyuki Hamori; Akira Tokihisa 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 56 KB