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On Testing for a Unit Root in the Presence of Additive Outliers

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Author Info
Vogelsang, T.J.

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Abstract

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Publisher Info
Paper provided by Cornell - Department of Economics in its series Papers with number 94-30.

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Length: 19 pages
Date of creation: 1994
Date of revision:
Handle: RePEc:fth:cornel:94-30

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Postal: CORNELL UNIVERSITY, DEPARTMENT OF ECONOMICS, ITHACA NEW YORK 14853 U.S.A..
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Web page: http://www.arts.cornell.edu/econ/
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Related research
Keywords: unit roots ; econometrics;

Cited by:
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  1. Pierre Perron & Regina Cati & Marcio Gomes Pinto Garcia, 1995. "Unit roots in the presence of abrupt governmental interventions with an application to Brazilian to Brazilian data," Textos para discussão 349, Department of Economics PUC-Rio (Brazil). [Downloadable!]
  2. 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. [Downloadable!]
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This page was last updated on 2009-11-20.


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