Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests (Q1606380): Difference between revisions
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| Property / cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root / rank | |||
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| Property / cites work: Level shifts, unit roots and misspecification of the breaking date / 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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Revision as of 11:02, 4 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests |
scientific article |
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Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests (English)
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1 September 2002
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asymptotic behaviour
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unit root tests
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inference
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