A joint test for structural stability and a unit root in autoregressions (Q1623553)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A joint test for structural stability and a unit root in autoregressions
scientific article

    Statements

    A joint test for structural stability and a unit root in autoregressions (English)
    0 references
    23 November 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    structural breaks
    0 references
    unit roots
    0 references
    nonlinear dynamics
    0 references
    0 references
    0 references