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On the end-point issue in unit root tests in the presence of a structural break. (2000). Lee, Junsoo.
In: Economics Letters.
RePEc:eee:ecolet:v:68:y:2000:i:1:p:7-11.

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Cited: 2

Citations received by this document

Cites: 6

References cited by this document

Cocites: 50

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Coauthors: 0

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Citations received by this document

  1. Structural break, stability and demand for money in India. (2009). Singh, Prakash ; Pandey, Manoj K..
    In: MPRA Paper.
    RePEc:pra:mprapa:15425.

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  2. Residual-based tests for cointegration and multiple regime shifts. (2002). Sola, Martin ; Psaradakis, Zacharias ; Gabriel, Vasco.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:7/2002.

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References

References cited by this document

  1. Amsler, C ; Lee, J An LM test for a unit root in the presence of a structural change. 1995 Econometric Theory. 11 359-368

  2. Gonzalez-Farias, G.M., 1992. A new unit root test for autoregressive time series. Unpublished Ph.D. thesis, Department of Statistics, North Carolina State University.
    Paper not yet in RePEc: Add citation now
  3. Huh, S., Dickey, D.A., 1999. Comparison of break induced size distortions among unit root test statistics. Working paper, Department of Statistics, North Carolina State University.
    Paper not yet in RePEc: Add citation now

  4. Leybourne, S.J ; Mills, T ; Newbold, P Spurious rejections by Dickey–Fuller tests in the presence of a break under the null. 1998 Journal of Econometrics. 87 191-203

  5. Pantula, S.G ; Gonzalez-Farias, G ; Fuller, W A comparison of unit-root test criteria. 1994 Journal of Business and Economic Statistics. 12 449-459

  6. Park, R.E ; Mitchell, B.M Estimating the autocorrelated error model with trend data. 1980 Journal of Econometrics. 13 185-201

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  45. On the end-point issue in unit root tests in the presence of a structural break. (2000). Lee, Junsoo.
    In: Economics Letters.
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