Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis (Q4762169): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/1368-423x.00036 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2152207835 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 10:14, 30 July 2024
scientific article; zbMATH DE number 1568638
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis |
scientific article; zbMATH DE number 1568638 |
Statements
Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis (English)
0 references
31 July 2001
0 references
structural breaks
0 references
unit root tests
0 references
weighted symmetric estimator
0 references
spurious stationarity
0 references
