Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown (Q1670214): Difference between revisions

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Property / cites work: Confidence sets for the date of a single break in linear time series regressions / rank
 
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Property / cites work: Q3247497 / rank
 
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Property / cites work: Confidence sets for the date of a break in level and trend when the order of integration is unknown / rank
 
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Property / cites work: Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics / rank
 
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Property / cites work: Confidence sets for the break date based on optimal tests / rank
 
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Property / cites work: A simple modification to improve the finite sample properties of Ng and Perron's unit root tests / rank
 
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Latest revision as of 12:41, 16 July 2024

scientific article
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Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown
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    Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown (English)
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    5 September 2018
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    level break
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    trend break
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    stationary
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    unit root
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    confidence sets
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