Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis (Q1782409)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis |
scientific article; zbMATH DE number 6939481
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis |
scientific article; zbMATH DE number 6939481 |
Statements
Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis (English)
0 references
20 September 2018
0 references
structural break
0 references
Fourier approximation
0 references
unit root test
0 references
Perron phenomenon
0 references
0 references
0 references
0.8193274140357971
0 references
0.8088515996932983
0 references
0.7867896556854248
0 references
0.7796241641044617
0 references
0.7780641913414001
0 references
