Breaking date misspecification error for the level shift KPSS test-Reference-Cited by-同舟云学术

Breaking date misspecification error for the level shift KPSS test

Published:2003-12 Issue:3 Volume:81 Page:365-371
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Carrion-i-Silvestre Josep Lluı́s

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference16 articles.

1. Testing for the presence of a random walk in series with structural breaks;Busetti;Journal of Time Series Analysis,2001

2. Carrion-i-Silvestre, J.L., Sansó, A., Artı́s, M., 1999. The KPSS Test with Two Structural Breaks, Technical Report, Department of Econometrics, Statistics and Spanish Economy. University of Barcelona 1999.

3. Misspecification tests, unit roots and level shifts;Hecq;Economics Letters,1993

4. Testing for stationarity with a break;Kurozumi;Journal of Econometrics,2002

5. Testing the null hypothesis of stationarity against the alternative of a unit root: how sure are we that economic time series have a unit root;Kwiatkowski;Journal of Econometrics,1992

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