Size-adjustment and Power Bounds for Unit Root Tests

Size-adjustment and Power Bounds for Unit Root Tests
Author: P. Burridge
Publisher:
Total Pages:
Release:
Genre: Economics
ISBN:


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Size-adjustment and Power Bounds for Unit Root Tests
Language: en
Pages:
Authors: P. Burridge
Categories: Economics
Type: BOOK - Published: - Publisher:

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Unit Roots and Structural Breaks
Language: en
Pages: 167
Authors: Pierre Perron
Categories: Business & Economics
Type: BOOK - Published: 2018-04-13 - Publisher: MDPI

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This book is a printed edition of the Special Issue "Unit Roots and Structural Breaks" that was published in Econometrics
Bounds, Breaks and Unit Root Tests
Language: en
Pages: 0
Authors: Josep LluĂ­s Carrion-I-Silvestre
Categories:
Type: BOOK - Published: 2016 - Publisher:

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The paper addresses the unit root testing when the range of the time series is limited and considering the presence of multiple structural breaks. The structura
Unit Roots, Cointegration, and Structural Change
Language: en
Pages: 528
Authors: G. S. Maddala
Categories: Business & Economics
Type: BOOK - Published: 1998 - Publisher: Cambridge University Press

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A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
A Guide to Econometric Methods for the Energy-Growth Nexus
Language: en
Pages: 338
Authors: Angeliki Menegaki
Categories: Business & Economics
Type: BOOK - Published: 2020-11-10 - Publisher: Academic Press

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A Guide to Econometric Methods for the Energy-Growth Nexus presents, explains and compares all the available econometrics methods pertinent to the energy-growth