Level shifts, unit roots and misspecification of the breaking date
type: Item
instance of: scholarly article
title: Level shifts, unit roots and misspecification of the breaking date
zbMATH Open document ID: 0901.90051
DOI: 10.1016/S0165-1765(97)00012-8
published in: Economics Letters
publication date: 1998-07-22T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1178135
zbMATH Keywords: unit root tests
zbMATH Keywords: exogenous break
zbMATH Keywords: breaking date misspecification
author: Antonio Montañés
MaRDI profile type: Publication
cites work: Misspecification tests, unit roots and level shifts
cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
full work available at URL: s0165-1765(97)00012-8
OpenAlex ID: W2059264522
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description: scientific article; zbMATH DE number 1178135