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Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/104562
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dc.contributor.authorCarrión i Silvestre, Josep Lluís-
dc.contributor.authorGadea Rivas, María Dolores-
dc.date.accessioned2016-12-09T11:45:38Z-
dc.date.available2017-04-07T22:01:22Z-
dc.date.issued2016-03-
dc.identifier.issn0143-9782-
dc.identifier.urihttp://hdl.handle.net/2445/104562-
dc.description.abstractThe 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.extent17 p.-
dc.format.mimetypeapplication/pdf-
dc.language.isoeng-
dc.publisherJohn Wiley & Sons-
dc.relation.isformatofVersió postprint del document publicat a: http://dx.doi.org/10.1111/jtsa.12140-
dc.relation.ispartofJournal of Time Series Analysis, 2016, vol. 37, num. 2, p. 165-181-
dc.relation.urihttp://dx.doi.org/10.1111/jtsa.12140-
dc.rights(c) John Wiley & Sons, 2016-
dc.sourceArticles publicats en revistes (Econometria, Estadística i Economia Aplicada)-
dc.subject.classificationEconometria-
dc.subject.classificationAnàlisi de sèries temporals-
dc.subject.classificationAnàlisi de regressió-
dc.subject.classificationFuncions analítiques-
dc.subject.classificationOperadors integrals-
dc.subject.otherEconometrics-
dc.subject.otherTime-series analysis-
dc.subject.otherRegression analysis-
dc.subject.otherAnalytic functions-
dc.subject.otherIntegral operators-
dc.titleBounds, breaks and unit root tests-
dc.typeinfo:eu-repo/semantics/article-
dc.typeinfo:eu-repo/semantics/acceptedVersion-
dc.identifier.idgrec656579-
dc.date.updated2016-12-09T11:45:43Z-
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess-
Appears in Collections:Articles publicats en revistes (Econometria, Estadística i Economia Aplicada)

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