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More powerful modifications of Perron tests and size distorsions from misplaced breaks

Tae-Hwan Kim

Publication Data

Title More powerful modifications of Perron tests and size distorsions from misplaced breaks
Author Tae-Hwan Kim
Contributors Stephen J. Leybourne, Paul Newbold, Experian Centre for Economic Modelling
Publisher Experian Centre for Economic Modelling, University of Nottingham
Publication date 2001
Publication location Nottingham
Language English

Topics

Time-series analysis
Mathematical statistics

Catalogue Data

OBNB ID GBA201230
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 22, [12] p.
P1042 Includes bibliographical references.

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More powerful modifications of Perron tests and size distorsions from misplaced breaks by Tae-Hwan Kim. Published by Experian Centre for Economic Modelling, University of Nottingham in 2001. Publication and catalogue information, links to buy online and reader comments.