Size distortion of asymmetric unit root tests in the presence of level shifts (Q4673857): Difference between revisions

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Latest revision as of 11:11, 10 June 2024

scientific article; zbMATH DE number 2166575
Language Label Description Also known as
English
Size distortion of asymmetric unit root tests in the presence of level shifts
scientific article; zbMATH DE number 2166575

    Statements

    Size distortion of asymmetric unit root tests in the presence of level shifts (English)
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    9 May 2005
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    unit roots
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    Monte Carlo simulation
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    asymmetry
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    structural breaks
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