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

K.Suresh Chandra () and J.V.Janhavi ()
Additional contact information
K.Suresh Chandra: Madras School of Economics
J.V.Janhavi: Professor of Statistics, Bangalore University

Working Papers from Madras School of Economics,Chennai,India

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 (search for similar items in EconPapers)
Pages: 9 pages
Date: 2008-02
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.mse.ac.in/wp-content/uploads/2016/09/Working-Paper-27.pdf

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mad:wpaper:2008-027

Access Statistics for this paper

More papers in Working Papers from Madras School of Economics,Chennai,India Contact information at EDIRC.
Bibliographic data for series maintained by Geetha G ().