Misspecification tests, unit roots and level shifts
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 43 (1993)
Issue (Month): 2 ()
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- Kim, Dukpa & Perron, Pierre, 2009.
"Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses,"
Journal of Econometrics,
Elsevier, vol. 148(1), pages 1-13, January.
- Mohitosh Kejriwal & Pierre Perron, 2006. "Unit Root Tests Allowing for a Break in the Trend Function at an Unknown Time Under Both the Null and Alternative Hypotheses," Boston University - Department of Economics - Working Papers Series WP2006-052, Boston University - Department of Economics.
- Maican, Florin G. & Sweeney, Richard J., 2012. "Cost of Misspecification in Break-Model Unit-Root Tests," Working Papers in Economics 536, University of Gothenburg, Department of Economics.
- María Presno & Anna López, 2003. "Testing for stationarity in series with a shift in the mean. A fredholm approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 12(1), pages 195-213, June.
- Hecq, Alain, 1995. "Unit root tests with level shift in the presence of GARCH," Economics Letters, Elsevier, vol. 49(2), pages 125-130, August.
- Montanes, Antonio, 1997. "Level shifts, unit roots and misspecification of the breaking date," Economics Letters, Elsevier, vol. 54(1), pages 7-13, January.
- Carrion-i-Silvestre, Josep Lluis, 2003. "Breaking date misspecification error for the level shift KPSS test," Economics Letters, Elsevier, vol. 81(3), pages 365-371, December.
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