On LM-type tests for seasonal unit roots in the presence of a break in trend (Q4979096)
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scientific article; zbMATH DE number 6304773
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| English | On LM-type tests for seasonal unit roots in the presence of a break in trend |
scientific article; zbMATH DE number 6304773 |
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On LM-type tests for seasonal unit roots in the presence of a break in trend (English)
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16 June 2014
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seasonal unit roots
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structural change
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trend breaks
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LM-type unit root tests
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0.9268377
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0.9242274
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0.9209149
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0.9187896
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