Misspecification of the breaking date in series with a change in the growth rate. Effect on the LBI test for stationarity

  1. Presno, M.J.
  2. Ramos, C.
Journal:
Applied Economics Letters

ISSN: 1350-4851,  1466-4291

Year of publication: 2007

Volume: 14

Issue: 11

Pages: 845-850

Type: Article

DOI: 10.1080/13504850600592648 GOOGLE SCHOLAR
Data source: Scopus