Unit root tests for time series with level shifts: a comparison of different proposals. (Q1605452): Difference between revisions
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Property / author: Helmut Lütkepohl / rank | |||
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Property / author: Helmut Lütkepohl / rank | |||
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Property / cites work: Comparison of unit root tests for time series with level shifts / rank | |||
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Property / cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis / rank | |||
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Property / cites work: Testing for unit roots in time series with level shifts / rank | |||
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Latest revision as of 11:56, 4 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Unit root tests for time series with level shifts: a comparison of different proposals. |
scientific article |
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Unit root tests for time series with level shifts: a comparison of different proposals. (English)
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15 July 2002
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Univariate time series
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Unit root
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Structural shift
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Autoregression
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