Testing for a unit root in variables with a double change in the mean (Q2442567): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q262802
Property / author
 
Property / author: Antonio Montanés / rank
Normal rank
 

Revision as of 06:40, 12 February 2024

scientific article
Language Label Description Also known as
English
Testing for a unit root in variables with a double change in the mean
scientific article

    Statements

    Testing for a unit root in variables with a double change in the mean (English)
    0 references
    0 references
    0 references
    3 April 2014
    0 references
    unit root tests
    0 references
    structural break
    0 references
    Wiener process
    0 references
    real interest rate
    0 references

    Identifiers