Lagrange multiplier unit root test in the presence of a break in the innovation variance (Q4563471)
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scientific article; zbMATH DE number 6879783
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| English | Lagrange multiplier unit root test in the presence of a break in the innovation variance |
scientific article; zbMATH DE number 6879783 |
Statements
Lagrange multiplier unit root test in the presence of a break in the innovation variance (English)
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1 June 2018
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break-date
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innovation break
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Lagrange multiplier
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unit root
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0.9213247
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0.9186114
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0.9171151
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0.89192134
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0.88610375
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