Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests (Q1606380): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 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: Distribution of the Estimators for Autoregressive Time Series With a Unit Root / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Level shifts, unit roots and misspecification of the breaking date / 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(99)00161-5 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2053600959 / rank | |||
Normal rank | |||
Latest revision as of 10:58, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests |
scientific article |
Statements
Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests (English)
0 references
1 September 2002
0 references
asymptotic behaviour
0 references
unit root tests
0 references
inference
0 references
