Add to ORKGThe paper addresses the unit root testing when the range of the time series is limited and considering the presence of multiple structural breaks. The structural breaks can affect the level and/or the boundaries of the time series. The paper proposes five unit root test statistics, whose limiting distribution is shown to depend on the number and position of the structural breaks. The performance of the statistics is investigated by means of Monte Carlo simulations
Testing for unit roots has special significance in terms of both economic theory and the interpretat...
Testing for unit roots has special significance in terms of both economic theory and the interpretat...
The author shows that the maximum power of a generic unit root test against any stationary alternati...
The paper addresses the unit root testing when the range of the time series is limited and consideri...
Although the impact of structural breaks on testing for unit root has been studied extensively for u...
Two types of unit root tests which accommodate a structural level shift at a known point in time are...
In this paper, we propose a new augmented Dickey–Fuller-type test for unit roots which account...
[eng] Several tests based on a t‐ratio have been proposed in the literature to decide the order of i...
Since Perron (1989) the time series literature has emphasised the importance of testing for structur...
Since Perron (1989) the time series literature has emphasised the importance of testing for structur...
Recent approaches to testing for a unit root when uncertainty exists over the presence and timing of...
AbstractRecent approaches to testing for a unit root when uncertainty exists over the presence and t...
A number of studies consider testing for unit roots in univariate time series which have a level shi...
Many key economic and financial series are bounded either by construction or through policy controls...
The theme of unit roots in macroeconomic time series have received a great amount of attention in te...
Testing for unit roots has special significance in terms of both economic theory and the interpretat...
Testing for unit roots has special significance in terms of both economic theory and the interpretat...
The author shows that the maximum power of a generic unit root test against any stationary alternati...
The paper addresses the unit root testing when the range of the time series is limited and consideri...
Although the impact of structural breaks on testing for unit root has been studied extensively for u...
Two types of unit root tests which accommodate a structural level shift at a known point in time are...
In this paper, we propose a new augmented Dickey–Fuller-type test for unit roots which account...
[eng] Several tests based on a t‐ratio have been proposed in the literature to decide the order of i...
Since Perron (1989) the time series literature has emphasised the importance of testing for structur...
Since Perron (1989) the time series literature has emphasised the importance of testing for structur...
Recent approaches to testing for a unit root when uncertainty exists over the presence and timing of...
AbstractRecent approaches to testing for a unit root when uncertainty exists over the presence and t...
A number of studies consider testing for unit roots in univariate time series which have a level shi...
Many key economic and financial series are bounded either by construction or through policy controls...
The theme of unit roots in macroeconomic time series have received a great amount of attention in te...
Testing for unit roots has special significance in terms of both economic theory and the interpretat...
Testing for unit roots has special significance in terms of both economic theory and the interpretat...
The author shows that the maximum power of a generic unit root test against any stationary alternati...