On Testing for a Unit Root in the Presence of Additive Outliers
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Bibliographic InfoPaper provided by Cornell - Department of Economics in its series Papers with number 94-30.
Length: 19 pages
Date of creation: 1994
Date of revision:
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Postal: CORNELL UNIVERSITY, DEPARTMENT OF ECONOMICS, ITHACA NEW YORK 14853 U.S.A..
Web page: http://economics.cornell.edu/
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unit roots ; econometrics;
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- Alexeev, Vitali & Maynard, Alex, 2012.
"Localized level crossing random walk test robust to the presence of structural breaks,"
Computational Statistics & Data Analysis,
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- Vitali Alexeev & Alex Maynard, 2010. "Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks," Working Papers 1001, University of Guelph, Department of Economics and Finance.
- Ng, Serena & Perron, Pierre, 1997.
"Estimation and inference in nearly unbalanced nearly cointegrated systems,"
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- Ng, S. & Perron, P., 1995. "Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems," Cahiers de recherche 9534, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Wing Yuk, 2005. "Government Size and Economic Growth: Time-Series Evidence for the United Kingdom, 1830-1993," Econometrics Working Papers 0501, Department of Economics, University of Victoria.
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