✦ LIBER ✦

On stationary tests in the presence of structural breaks

✍ Scribed by Junsoo Lee; Cliff J. Huang; Yongcheol Shin

Book ID: 117332974
Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 56 KB
Volume: 55
Category: Article
ISSN: 0165-1765
DOI: 10.1016/s0165-1765(97)00073-6

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Disappointing Properties of GLS-Base

The Disappointing Properties of GLS-Based Unit Root Tests in the Presence of Structural Breaks

✍ Cook, Steven; Manning, Neil 📂 Article 📅 2004 🏛 Taylor and Francis Group 🌐 English ⚖ 179 KB

Optimal forecasts in the presence of str

Optimal forecasts in the presence of structural breaks

✍ Pesaran, M. Hashem; Pick, Andreas; Pranovich, Mikhail 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 647 KB

Testing for (common) stochastic trends i

Testing for (common) stochastic trends in the presence of structural breaks

✍ Fabio Busetti 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 199 KB 👁 2 views

## Abstract This paper considers the problem of testing for the presence of stochastic trends in multivariate time series with structural breaks. The breakpoints are assumed to be known. The testing framework is the multivariate locally best invariant test and the common trend test of Nyblom and Ha

Testing the null of cointegration in the

Testing the null of cointegration in the presence of a structural break

✍ William Alan Bartley; Junsoo Lee; Mark C. Strazicich 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 63 KB

Testing the null of stationarity in the

Testing the null of stationarity in the presence of a structural break

✍ Lee, Junsoo; Strazicich, Mark 📂 Article 📅 2001 🏛 Taylor and Francis Group 🌐 English ⚖ 419 KB

Detecting the presence of insider tradin

Detecting the presence of insider trading via structural break tests

✍ Jose Olmo; Keith Pilbeam; William Pouliot 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 489 KB