A simultaneous test of unit root and level change (Q3065514): Difference between revisions
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| Property / cites work: Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time / 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 14:24, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simultaneous test of unit root and level change |
scientific article |
Statements
A simultaneous test of unit root and level change (English)
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6 January 2011
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unit root
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level change
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state space model
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simulation
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