Finite sample behaviour of the level shift model using quasi-differenced data (Q5438726)
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scientific article; zbMATH DE number 5230134
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| English | Finite sample behaviour of the level shift model using quasi-differenced data |
scientific article; zbMATH DE number 5230134 |
Statements
Finite sample behaviour of the level shift model using quasi-differenced data (English)
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28 January 2008
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unit root test
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GLS detrending
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structural change
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truncation lag
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information criteria
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0.7277624011039734
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0.7220304608345032
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0.69673752784729
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0.6948068737983704
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0.6926754117012024
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