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.
Aldizkaria:
Applied Economics Letters

ISSN: 1350-4851,  1466-4291

Argitalpen urtea: 2007

Alea: 14

Zenbakia: 11

Orrialdeak: 845-850

Mota: Artikulua

DOI: 10.1080/13504850600592648 GOOGLE SCHOLAR
Datuen iturria: Scopus