Subject
Applied Mathematics,Economics and Econometrics
Reference43 articles.
1. Heteroskedasticity and autocorrelation consistent covariance matrix estimation;Andrews;Econometrica,1991
2. Econometric estimation of structural change;Bai,1992
3. Recursive and sequential tests of the unit root and trend break hypotheses: Theory and international evidence;Banerjee;Journal of Business and Economic Statistics,1992
4. On the theory of testing for unit roots in observed time series;Bhargava;Review of Economic Studies,1986
5. Testing stationarity against the unit root hypothesis;Bierens,1989
Cited by
32 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献