Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085)
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scientific article; zbMATH DE number 6301469
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| English | Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics |
scientific article; zbMATH DE number 6301469 |
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Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (English)
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6 June 2014
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unit root test
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multiple breaks in trend
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minimum Dickey-Fuller test
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local GLS detrending
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0.8938100934028625
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0.8934575319290161
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0.8820316195487976
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0.8715404272079468
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