A simultaneous test of unit root and level change (Q3065514): Difference between revisions
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Property / DOI: 10.1002/for.1126 / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1002/for.1126 / rank | |||
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Property / OpenAlex ID: W3125153722 / rank | |||
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Property / cites work: Intervention Analysis with Applications to Economic and Environmental Problems / rank | |||
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Property / cites work: Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time / 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 / DOI: 10.1002/FOR.1126 / rank | |||
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Latest revision as of 09:21, 20 December 2024
scientific article
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English | A simultaneous test of unit root and level change |
scientific article |
Statements
A simultaneous test of unit root and level change (English)
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6 January 2011
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unit root
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level change
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state space model
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simulation
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