Size and power properties of structural break unit root tests
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Other versions of this item:
- Paresh Kumar Narayan & Stephan Popp, 2013. "Size and power properties of structural break unit root tests," Applied Economics, Taylor & Francis Journals, vol. 45(6), pages 721-728, February.
References listed on IDEAS
- Junsoo Lee & Mark C. Strazicich, 2013.
"Minimum LM unit root test with one structural break,"
AccessEcon, vol. 33(4), pages 2483-2492.
- Junsoo Lee & Mark C. Strazicich, 2004. "Minimum LM Unit Root Test with One Structural Break," Working Papers 04-17, Department of Economics, Appalachian State University.
- Tom Doan, "undated". "LSUNIT: RATS procedure to implement Lee-Strazicich unit root tests with one or more structural breaks," Statistical Software Components RTS00112, Boston College Department of Economics.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-09-05 (All new papers)
- NEP-ECM-2011-09-05 (Econometrics)
- NEP-ETS-2011-09-05 (Econometric Time Series)
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