Unit root tests and structural change when the initial observation is drawn from its unconditional distribution
Liu, Hui and Rodriguez, Gabriel
Unit root tests and structural change when the initial observation is drawn from its unconditional distribution J5711 2006 - 2006 - 225-251 V. 09 Issue. 2
Econometrics
Initial condition;Fesible optimal point test;GLS detrending;Power envelope;Unit root;Structural change;
Unit root tests and structural change when the initial observation is drawn from its unconditional distribution J5711 2006 - 2006 - 225-251 V. 09 Issue. 2
Econometrics
Initial condition;Fesible optimal point test;GLS detrending;Power envelope;Unit root;Structural change;