Work

Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior

Year: 2012

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1981951

Authors: Peter C. B. Phillips, Shuping Shi, Jun Yu

Institutions: University of Auckland, Yale University, University of Southampton, Cowles Foundation for Research in Economics, Singapore Management University, Macquarie University

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3125816510

Cites: 18

Cited by: 15

Related to: 10