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Volumn 34, Issue 15, 2002, Pages 1917-1923

Spurious rejection of the stationarity hypothesis in the presence of a break point

Author keywords

[No Author keywords available]

Indexed keywords

HYPOTHESIS TESTING; METHODOLOGY;

EID: 0037108703     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/00036840210129400     Document Type: Article
Times cited : (3)

References (20)
  • 8
    • 0030147258 scopus 로고    scopus 로고
    • On the power of stationarity tests using optimal bandwidth estimates
    • (1996) Economics Letters , vol.51 , pp. 131-137
    • Lee, J.1
  • 11
    • 0000706085 scopus 로고
    • A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.K.1    West, K.D.2
  • 14
    • 0000899296 scopus 로고
    • The great crash, the oil price shock and the unit root hypothesis
    • (1989) Econometrica , vol.57 , pp. 1361-1401
    • Perron, P.1
  • 15
    • 0001137496 scopus 로고
    • The great crash, the oil price shock and the unit root hypothesis: Erratum
    • (1993) Econometrica , vol.61 , pp. 248-249
    • Perron, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.