Level shifts, unit roots and misspecification of the breaking date-Reference-Cited by-同舟云学术

Level shifts, unit roots and misspecification of the breaking date

Published:1997-01 Issue:1 Volume:54 Page:7-13
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Montañés Antonio

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference6 articles.

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

2. Comercio español de manufacturas e integración de España en la CEE: evaluación del impacto medliante la utilización de la evuación de gravedad;Martinez,1991

3. The great crash, the oil price shock and the unit root hypothesis;Perron;Econometrica,1989

4. Testing for a unit root in a time series with a changing mean;Perron;Journal of Business and Economic Statistics,1990

5. Nonstationarity and level shifts with an application to purchasing power parity;Perron;Journal of Business and Economic Statistics,1992

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