Erratum: Unit-root tests for explosive behavior

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Unit Root Tests for Time Series in the Presence of an Explosive Root

This paper describes a modification for the practical relevance of unit root tests for time series generated by linear stochastic difference equations with an explosive root.

متن کامل

Asymptotic behaviour of tests for a unit root against an explosive alternative

We compare the asymptotic local power of upper-tail unit root tests against an explosive alternative based on ordinary least squares (OLS) and quasi-di erenced (QD) demeaning/detrending. We nd that under an asymptotically negligible initialization, the QD-based tests are near asymptotically e cient and generally o er superior power to OLS-based approaches; however, the power gains are much more...

متن کامل

Bootstrap Unit Root Tests

We consider the bootstrap unit root tests based on finite order autoregressive integrated models driven by iid innovations, with or without deterministic time trends. A general methodology is developed to approximate asymptotic distributions for the models driven by integrated time series, and used to obtain asymptotic expansions for the Dickey–Fuller unit root tests. The second-order terms in ...

متن کامل

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

Right-tailed unit root tests have proved promising for detecting exuberance in economic and financial activities. Like left-tailed tests, the limit theory and test performance are sensitive to the null hypothesis and the model specification used in parameter estimation. This paper aims to provide some empirical guidelines for the practical implementation of right-tailed unit root tests, focusin...

متن کامل

SPECIFICATION SENSITIVITY IN RIGHT-TAILED UNIT ROOT TESTING FOR EXPLOSIVE BEHAVIOR By

Right-tailed unit root tests have proved promising for detecting exuberance in economic and financial activities. Like left-tailed tests, the limit theory and test performance are sensitive to the null hypothesis and the model specification used in parameter estimation. This paper aims to provide some empirical guidelines for the practical implementation of right-tailed unit root tests, focussi...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Stata Journal

سال: 2022

ISSN: ['1536-867X', '1536-6873', '1536-8734']

DOI: https://doi.org/10.1177/1536867x221083930