Finite sample behaviour of the level shift model using quasi-differenced data (Q5438726)
From MaRDI portal
scientific article; zbMATH DE number 5230134
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite sample behaviour of the level shift model using quasi-differenced data |
scientific article; zbMATH DE number 5230134 |
Statements
Finite sample behaviour of the level shift model using quasi-differenced data (English)
0 references
28 January 2008
0 references
unit root test
0 references
GLS detrending
0 references
structural change
0 references
truncation lag
0 references
information criteria
0 references
