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

✍ Scribed by Lee, Junsoo; Strazicich, Mark

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing the null of cointegration in the

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

A Stationarity Test in the Presence of a

✍ Ralf Becker; Walter Enders; Junsoo Lee 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 304 KB

Testing for the Null Hypothesis of Coint

✍ Arai, Yoichi; Kurozumi, Eiji 📂 Article 📅 2007 🏛 Taylor and Francis Group 🌐 English ⚖ 275 KB

Testing the Null of Co-integration in th

✍ Giuseppe Cavaliere; A. M. Robert Taylor 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 229 KB

Testing the Null of Cointegration with S

✍ Josep Lluís Carrion-i-Silvestre; Andreu Sansó 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 546 KB

The FMLS-based CUSUM statistic for testi

✍ Neto, David 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 378 KB