A simple testing procedure for unit root and model specification-Reference-Cited by-同舟云学术

A simple testing procedure for unit root and model specification

Published:2016-10 Issue: Volume:102 Page:37-54
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Costantini Mauro,Sen Amit

Funder

Faculty Development Leave at Xavier University

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference25 articles.

1. Recursive and sequential tests of the unit root and trend break hypotheses: Theory and international evidence;Banerjee;J. Bus. Econom. Statist.,1992

2. GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses;Carrion-i-Silvestre;Econometric Theory,2009

3. Joint hypothesis specification for unit root tests with a structural break;Carrion-i-Silvestre;Econom. J.,2006

4. Searching for a break in gnp;Christiano;J. Bus. Econom. Statist.,1992

5. On the asymptotic distribution of a simple test for trending and breaking series;Costantini;J. Statist. Plann. Inference,2012

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