Level shifts, unit roots and misspecification of the breaking date (Q1391636): Difference between revisions
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| Property / author | |||
| Property / author: Antonio Montanés / rank | |||
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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: Misspecification tests, unit roots and level shifts / 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(97)00012-8 / rank | |||
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| Property / OpenAlex ID: W2059264522 / rank | |||
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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)
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22 July 1998
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unit root tests
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exogenous break
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breaking date misspecification
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