A simple testing procedure for unit root and model specification

descriptionPublicationkeyboard_double_arrow_right Article 01 Oct 2016 Italy, United Kingdom English Publisher:Elsevier BVJournal:Computational Statistics & Data Analysis, volume 102, pages 37-54 (issn: 0167-9473,

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Authors: COSTANTINI M; SEN A;

APC: 1,425.72 EUR

doi: 10.1016/j.csda.2016.04.001

handle: 11573/1704429 , 11697/135939

A simple testing procedure for unit root and model specification

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Abstract

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Italy, United Kingdom

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Keywords

Statistics and Probability, unit root, 330, break date, Unit root ; Break date; Trend break; Level shift; F-test ; Model mis-specification, Unit root; Break date; Trend break; Level shift; F-test; Model mis-specification, trend break, Level shift, Applied Mathematics, Break date, Trend break, Model mis-specification, Computational Mathematics, Unit root, level shift, Computational Theory and Mathematics, F-test, model mis-specification, Computational methods for problems pertaining to statistics

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