DSpace at EWHA: Unit root tests based on IV estimators for time series with multiple breaks

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DC Field	Value	Language
dc.contributor.author	신동완	*
dc.date.accessioned	2016-08-28T12:08:57Z	-
dc.date.available	2016-08-28T12:08:57Z	-
dc.date.issued	2008	*
dc.identifier.issn	1226-3192	*
dc.identifier.other	OAK-4805	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/220004	-
dc.description.abstract	Unit root tests are developed for multiple break time series. The tests, being based on an instrumental variable estimator and recursive mean adjustment, have standard Gaussian null asymptotics regardless of the number of breaks, which is not shared by other existing tests. A Monte-Carlo experiment shows that the proposed tests have stable sizes and reasonable powers. © 2008 Elsevier Ltd. All rights reserved.	*
dc.language	English	*
dc.title	Unit root tests based on IV estimators for time series with multiple breaks	*
dc.type	Article	*
dc.relation.issue	1	*
dc.relation.volume	37	*
dc.relation.index	SCIE	*
dc.relation.index	SCOPUS	*
dc.relation.index	KCI	*
dc.relation.startpage	23	*
dc.relation.lastpage	28	*
dc.relation.journaltitle	Journal of the Korean Statistical Society	*
dc.identifier.doi	10.1016/j.jkss.2007.10.001	*
dc.identifier.wosid	WOS:000255815300004	*
dc.identifier.scopusid	2-s2.0-41249099606	*
dc.author.google	Shin D.W.	*
dc.contributor.scopusid	신동완(7403352539)	*
dc.date.modifydate	20240116115756	*