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Comparing the small sample properties of two break Lagrange Multiplier unit root tests

Version 2 2024-09-19, 23:54
Version 1 2014-10-28, 09:59
journal contribution
posted on 2024-09-19, 23:54 authored by P Narayan, S Popp
Comparing the small sample properties of two break Lagrange Multiplier unit root tests

History

Journal

Economics bulletin

Volume

32

Pagination

1082-1090

Location

Nashville, Tenn.

ISSN

1545-2921

Language

eng

Publication classification

C1 Refereed article in a scholarly journal

Issue

2

Publisher

Economics Bulletin

Publication URL

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    Research Publications

    Categories

    Keywords

    Lagrange Multiplier unit root teststructural breaksbreak date estimation150202 Financial Econometrics919999 Economic Framework not elsewhere classified

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    All Rights Reserved

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