Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (Q1410564)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots |
scientific article |
Statements
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (English)
0 references
14 October 2003
0 references
stationarity tests
0 references
structural breaks
0 references
unattended unit roots
0 references
bias-corrected tests
0 references
pre-filtering
0 references
tables
0 references
0 references
0 references
0 references
