Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance (Q3505324)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance |
scientific article |
Statements
Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance (English)
0 references
18 June 2008
0 references
innovation break
0 references
Dickey-Fuller F-statistic
0 references