Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis (Q1782409): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:04, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis |
scientific article |
Statements
Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis (English)
0 references
20 September 2018
0 references
structural break
0 references
Fourier approximation
0 references
unit root test
0 references
Perron phenomenon
0 references
