Comparison of unit root tests for time series with level shifts (Q3440772)
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scientific article; zbMATH DE number 5158764
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| default for all languages | No label defined |
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| English | Comparison of unit root tests for time series with level shifts |
scientific article; zbMATH DE number 5158764 |
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Comparison of unit root tests for time series with level shifts (English)
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29 May 2007
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unit root test
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nuisance parameter
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level shift
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0.9382212162017822
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0.9169047474861144
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0.8986664414405823
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0.8886203169822693
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0.8847866058349609
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