Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests (Q1606380): Difference between revisions
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| Property / author: Antonio Montanés / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root / rank | |||
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| Property / cites work: Level shifts, unit roots and misspecification of the breaking date / rank | |||
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| Property / cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/s0165-1765(99)00161-5 / rank | |||
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| Property / OpenAlex ID: W2053600959 / rank | |||
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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)
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1 September 2002
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asymptotic behaviour
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unit root tests
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inference
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