On the end-point issue in unit root tests in the presence of a structural break
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 68 (2000)
Issue (Month): 1 (July)
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- Leybourne, Stephen J. & C. Mills, Terence & Newbold, Paul, 1998. "Spurious rejections by Dickey-Fuller tests in the presence of a break under the null," Journal of Econometrics, Elsevier, vol. 87(1), pages 191-203, August.
- Park, Rolla Edward & Mitchell, Bridger M., 1980. "Estimating the autocorrelated error model with trended data," Journal of Econometrics, Elsevier, vol. 13(2), pages 185-201, June.
- Amsler, Christine & Lee, Junsoo, 1995. "An LM Test for a Unit Root in the Presence of a Structural Change," Econometric Theory, Cambridge University Press, vol. 11(02), pages 359-368, February.
- Prakash Singh & Manoj K. Pandey, 2009.
"Structural Break, Stability and Demand for Money in India,"
ASARC Working Papers
2009-07, The Australian National University, Australia South Asia Research Centre.
- Singh, Prakash & Pandey, Manoj K., 2009. "Structural break, stability and demand for money in India," MPRA Paper 15425, University Library of Munich, Germany.
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