Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts That Have Power Against the Piecewise Stationary Alternative (Q5265805)
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scientific article; zbMATH DE number 6467405
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts That Have Power Against the Piecewise Stationary Alternative |
scientific article; zbMATH DE number 6467405 |
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Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts That Have Power Against the Piecewise Stationary Alternative (English)
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29 July 2015
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unit root tests
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multiple breaks in variance
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multiple breaks in level
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marginal likelihood
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