Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance (Q3505324): Difference between revisions
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| Property / cites work: Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root / rank | |||
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| Property / cites work: Testing for a unit root in the presence of a variance shift / rank | |||
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| Property / cites work: Unit root tests with a break in innovation variance. / 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: On the distribution of Dickey--Fuller unit root statistics when there is a break in the innovation variance / rank | |||
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Latest revision as of 12:13, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance |
scientific article |
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Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance (English)
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18 June 2008
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innovation break
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Dickey-Fuller F-statistic
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