Size and power properties of powerful unit root tests in the presence of variance breaks (Q1852532)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Size and power properties of powerful unit root tests in the presence of variance breaks |
scientific article |
Statements
Size and power properties of powerful unit root tests in the presence of variance breaks (English)
0 references
6 January 2003
0 references
time series
0 references
Dickey-Fuller test
0 references
variance breaks
0 references