Level shifts, unit roots and misspecification of the breaking date (Q1391636): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (5 intermediate revisions by 4 users not shown) | |||
| Property / author | |||
| Property / author: Antonio Montanés / rank | |||
| Property / author | |||
| Property / author: Antonio Montanés / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Misspecification tests, unit roots and level shifts / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0165-1765(97)00012-8 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2059264522 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 10:58, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Level shifts, unit roots and misspecification of the breaking date |
scientific article |
Statements
Level shifts, unit roots and misspecification of the breaking date (English)
0 references
22 July 1998
0 references
unit root tests
0 references
exogenous break
0 references
breaking date misspecification
0 references
