Selection of the break in the Perron-type tests (Q265103)

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scientific article
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English
Selection of the break in the Perron-type tests
scientific article

    Statements

    title
    Selection of the break in the Perron-type tests (English)
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    author
    Antonio Montanés
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    Irene Olloqui
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    Elena Calvo
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    publication date
    1 April 2016
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    zbMATH Keywords
    unit roots
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    structural breaks
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    Perron-type tests
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    type of break
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    Identifiers

    Mathematics Subject Classification ID
    62M07
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    62M10
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    62P20
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    zbMATH DE Number
    6562074
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    OpenAlex ID
    W1982817565
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