Testing stationarity under a permanent variance shift (Q1927446): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.econlet.2003.08.014
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+W2084122531
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@@ Property / cites work @@
+Asymptotics for unit root tests under Markov regime‐switching
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+Testing for a unit root in the presence of a variance shift
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+Unit root tests with a break in innovation variance.
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Publication:1927446