A new unit root test with two structural breaks in level and slope at unknown time (Q5123628)
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scientific article; zbMATH DE number 7252520
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A new unit root test with two structural breaks in level and slope at unknown time |
scientific article; zbMATH DE number 7252520 |
Statements
A new unit root test with two structural breaks in level and slope at unknown time (English)
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29 September 2020
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unit root test
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multiple structural breaks
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break date estimation
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Monte Carlo simulations
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US macroeconomic variables
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0.8536514639854431
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0.8490543961524963
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0.8445432782173157
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0.8435649871826172
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0.8426342606544495
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