Size distortion of asymmetric unit root tests in the presence of level shifts (Q4673857)
From MaRDI portal
scientific article; zbMATH DE number 2166575
Language | Label | Description | Also known as |
---|---|---|---|
English | Size distortion of asymmetric unit root tests in the presence of level shifts |
scientific article; zbMATH DE number 2166575 |
Statements
Size distortion of asymmetric unit root tests in the presence of level shifts (English)
0 references
9 May 2005
0 references
unit roots
0 references
Monte Carlo simulation
0 references
asymmetry
0 references
structural breaks
0 references