Monitoring unit root and multiple structural changes: An information criterion approach (Q2490480)
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scientific article; zbMATH DE number 5023847
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| English | Monitoring unit root and multiple structural changes: An information criterion approach |
scientific article; zbMATH DE number 5023847 |
Statements
Monitoring unit root and multiple structural changes: An information criterion approach (English)
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16 May 2006
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BIC
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Detection accuracy
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Detection speed
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Detection stability
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Forecasting
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0.7743406891822815
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0.7605909109115601
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0.7580972909927368
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0.7579028010368347
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0.7543138861656189
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