Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests (Q1606380): Difference between revisions

@@ Property / author @@
-Antonio Montanés
@@ Property / author: Antonio Montanés / rank @@
-Normal rank
@@ Property / author @@
+Antonio Montanés
@@ Property / author: Antonio Montanés / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+Level shifts, unit roots and misspecification of the breaking date
+Normal rank
@@ Property / cites work @@
+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0165-1765(99)00161-5
+Normal rank
@@ Property / OpenAlex ID @@
+W2053600959
@@ Property / OpenAlex ID: W2053600959 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1606380