An infimum coefficient unit root test allowing for an unknown break in trend (Q1925907)
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scientific article; zbMATH DE number 6118406
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| English | An infimum coefficient unit root test allowing for an unknown break in trend |
scientific article; zbMATH DE number 6118406 |
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An infimum coefficient unit root test allowing for an unknown break in trend (English)
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27 December 2012
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unit root test
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trend break
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minimum Dickey-Fuller test
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0.88429194688797
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0.8674684762954712
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0.8667091131210327
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0.8503957390785217
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0.850132942199707
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