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http://hdl.handle.net/2445/104562
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DC Field | Value | Language |
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dc.contributor.author | Carrión i Silvestre, Josep Lluís | - |
dc.contributor.author | Gadea Rivas, María Dolores | - |
dc.date.accessioned | 2016-12-09T11:45:38Z | - |
dc.date.available | 2017-04-07T22:01:22Z | - |
dc.date.issued | 2016-03 | - |
dc.identifier.issn | 0143-9782 | - |
dc.identifier.uri | http://hdl.handle.net/2445/104562 | - |
dc.description.abstract | 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 structural breaks can affect the level and/or the boundaries of the time series. The paper proposes five unit root test statistics, whose limiting distribution is shown to depend on the number and position of the structural breaks. The performance of the statistics is investigated by means of Monte Carlo simulations. | - |
dc.format.extent | 17 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | - |
dc.publisher | John Wiley & Sons | - |
dc.relation.isformatof | Versió postprint del document publicat a: http://dx.doi.org/10.1111/jtsa.12140 | - |
dc.relation.ispartof | Journal of Time Series Analysis, 2016, vol. 37, num. 2, p. 165-181 | - |
dc.relation.uri | http://dx.doi.org/10.1111/jtsa.12140 | - |
dc.rights | (c) John Wiley & Sons, 2016 | - |
dc.source | Articles publicats en revistes (Econometria, Estadística i Economia Aplicada) | - |
dc.subject.classification | Econometria | - |
dc.subject.classification | Anàlisi de sèries temporals | - |
dc.subject.classification | Anàlisi de regressió | - |
dc.subject.classification | Funcions analítiques | - |
dc.subject.classification | Operadors integrals | - |
dc.subject.other | Econometrics | - |
dc.subject.other | Time-series analysis | - |
dc.subject.other | Regression analysis | - |
dc.subject.other | Analytic functions | - |
dc.subject.other | Integral operators | - |
dc.title | Bounds, breaks and unit root tests | - |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/acceptedVersion | - |
dc.identifier.idgrec | 656579 | - |
dc.date.updated | 2016-12-09T11:45:43Z | - |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
Appears in Collections: | Articles publicats en revistes (Econometria, Estadística i Economia Aplicada) |
Files in This Item:
File | Description | Size | Format | |
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656579.pdf | 227.51 kB | Adobe PDF | View/Open |
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