• Title of article

    Response surface estimates of stationarity tests with a structural break

  • Author/Authors

    Mar?a José Presno، نويسنده , , Ana Jes?s L?pez، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    5
  • From page
    395
  • To page
    399
  • Abstract
    Standard stationarity tests are affected by structural breaks. Therefore, modified tests have been developed including changes in the intercept and/or slope. In this work, response surfaces for a modified stationarity test are estimated allowing the approximation of critical values for different break locations and sample sizes.
  • Keywords
    Structural break , Stationarity tests , response surface , Monte Carlo
  • Journal title
    Economics Letters
  • Serial Year
    2003
  • Journal title
    Economics Letters
  • Record number

    435133

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=435133