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Size and power properties of structural break unit root tests

Narayan, Paresh Kumar and Popp, Stephan 2011, Size and power properties of structural break unit root tests, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

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Title Size and power properties of structural break unit root tests
Author(s) Narayan, Paresh Kumar
Popp, Stephan
Publication date 2011
Series School Working Paper - Financial Econometrics Series ; SWP 2011/07
Total pages 31
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) RePEc:dkn:ecomet:fe_2011_07
Notes This working paper was later published in the journal 'Applied Economics' and is available online: http://doi.org/10.1080/00036846.2011.610752
Language eng
HERDC Research category CN.1 Other journal article
Related work DU:30056362
Copyright notice ©2011, The Authors
Persistent URL http://hdl.handle.net/10536/DRO/DU:30106759

Document type: Report
Collection: RePEc Working Papers
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