On trend breaks and initial condition in unit root testing (Q1695693)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On trend breaks and initial condition in unit root testing |
scientific article |
Statements
On trend breaks and initial condition in unit root testing (English)
0 references
7 February 2018
0 references
unit root test
0 references
infimum Dickey-Fuller tests
0 references
local trend break
0 references
asymptotic local power
0 references
union of rejection
0 references
pre-testing
0 references
0 references
0 references
0 references
0 references
0 references
0 references
