𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The KPSS test with two structural breaks

✍ Scribed by Josep Lluís Carrion-i-Silvestre; Andreu Sansó


Book ID
106276298
Publisher
Springer
Year
2006
Tongue
English
Weight
249 KB
Volume
9
Category
Article
ISSN
1435-5469

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Testing for (common) stochastic trends i
✍ 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