An infimum coefficient unit root test allowing for an unknown break in trend (Q1925907): Difference between revisions
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2012.05.023 / rank | |||
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| Property / OpenAlex ID: W2023089035 / rank | |||
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| Property / cites work | |||
| Property / cites work: ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS / rank | |||
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| Property / cites work: Tests for Unit Roots and the Initial Condition / 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: Further evidence on breaking trend functions in macroeconomic variables / rank | |||
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| Property / cites work: GLS detrending, efficient unit root tests and structural change. / rank | |||
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Latest revision as of 00:06, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An infimum coefficient unit root test allowing for an unknown break in trend |
scientific article |
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An infimum coefficient unit root test allowing for an unknown break in trend (English)
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27 December 2012
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unit root test
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trend break
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minimum Dickey-Fuller test
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