New innovational outlier unit root test with a break at an unknown time

By Stephan Popp. 2008

52 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/ccdb35df437f7f1cb288a0555324f49eebebb42f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Paresh Kumar Narayan
2. Stephan Popp
3. Muhammad Shahbaz
4. Afees A. Salisu
5. Ilhan Ozturk
6. C. Tang
7. Russell Smyth *
8. Sakiru Adebola Solarin

In Statistics and Probability

1. Paresh Kumar Narayan
2. Stephan Popp
3. Afees A. Salisu
4. Muhammad Shahbaz
5. C. Tang
6. Debi Prasad Bal
7. Idris A. Adediran
8. E. Tan

Citations in the corpus

• A new unit root test with two structural breaks in level and slope at unknown time (2010, background): “Though, Popp (2008) has pointed out that these spurious rejections are not a general feature of ADF-type unit root tests.”
• Size and power properties of structural break unit root tests (2013, unknown): “The test proposed by NP (2010) generalizes the one break unit root test by Popp (2008). The Innovational”