GLS-detrending and regime-wise stationarity testing in small samples (Q1046223)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GLS-detrending and regime-wise stationarity testing in small samples |
scientific article |
Statements
GLS-detrending and regime-wise stationarity testing in small samples (English)
0 references
21 December 2009
0 references
unit root
0 references
structural changes
0 references
GLS-detrending
0 references
power
0 references
0 references
