Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types (Q5451125): Difference between revisions

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Revision as of 22:22, 5 March 2024

scientific article; zbMATH DE number 5250462
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English
Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types
scientific article; zbMATH DE number 5250462

    Statements

    Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types (English)
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    18 March 2008
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    additive outlier
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    BIC
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    innovational outlier
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    model selection
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    trend break
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    unit root
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