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

K.Suresh Chandra and J.V.Janhavi
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K.Suresh Chandra: MSE

Development Economics Working Papers from East Asian Bureau of Economic Research

Abstract: 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.

Keywords: time series; linear stochastic difference equations; Explosive root (search for similar items in EconPapers)
JEL-codes: C02 C22 (search for similar items in EconPapers)
Date: 2008-01
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