Break Point Estimation and Spurious Rejections With Endogenous Unit Root Tests

• 1 December 2001
• journal article
• Published by Wiley in Oxford Bulletin of Economics and Statistics
• Vol. 63  (5) , 535-558
• https://doi.org/10.1111/1468-0084.00234

Abstract

Keywords

• POINT ESTIMATION
• UNIT ROOT
• BREAK POINT
• ROOT TESTS
• SPURIOUS REJECTIONS
• ENDOGENOUS BREAK