New innovational outlier unit root test with a break at an unknown time (Q3615034)
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scientific article; zbMATH DE number 5529842
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | New innovational outlier unit root test with a break at an unknown time |
scientific article; zbMATH DE number 5529842 |
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New innovational outlier unit root test with a break at an unknown time (English)
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17 March 2009
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unit root tests
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structural break
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endogenous break date estimation
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innovational outlier models
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spurious rejections
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component representation
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0.8350866436958313
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0.825496256351471
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0.8226366639137268
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