✦ LIBER ✦

Misspecification tests, unit roots and level shifts

✍ Scribed by Alain Hecq; Jean-Pierre Urbain

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Level shifts, unit roots and misspecific

✍ Antonio Montañés 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 431 KB

Panel LM Unit-root Tests with Level Shif

✍ Kyung-So Im; Junsoo Lee; Margie Tieslau 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 188 KB

Behaviour of Dickey–Fuller Unit-Root Tes

✍ Tae-Hwan Kim; Stephen Leybourne; Paul Newbold 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 168 KB

Breaking date misspecification error for

✍ Josep Lluı́s Carrion-i-Silvestre 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 191 KB

Comparison of unit root tests for time s

✍ MARKKU LANNE; HELMUT LÜTKEPOHL; PENTTI SAIKKONEN 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 168 KB

Unit root tests with level shift in the

✍ Alain Hecq 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 357 KB