Unit root tests based on IV estimators for time series with multiple breaks

DOI10.1016/J.JKSS.2007.10.001zbMath1196.62117OpenAlexW1968794308MaRDI QIDQ1031772

Dong Wan Shin

Publication date: 30 October 2009

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2007.10.001

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Monte Carlo methods (65C05)

Related Items (1)

Bayesian tests for unit root and multiple breaks

Cites Work

• recursive Mean Adjustment for Unit Root Tests
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Testing for a unit root in time series regression
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

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