Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks

Author: Darne Olivier  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0918

Source: Communications in Statistics: Simulation and Computation, Vol.38, Iss.5, 2009-05, pp. : 1037-1050

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract