Testing for a unit root in the presence of a variance shift (Q1127407)
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scientific article; zbMATH DE number 1189694
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| English | Testing for a unit root in the presence of a variance shift |
scientific article; zbMATH DE number 1189694 |
Statements
Testing for a unit root in the presence of a variance shift (English)
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13 August 1998
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hypothesis testing
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unit root test
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structural break
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0.8751739263534546
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0.866285502910614
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0.8574038147926331
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0.8543067574501038
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