Joint hypothesis specification for unit root tests with a structural break (Q5488513)
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scientific article; zbMATH DE number 5055934
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| English | Joint hypothesis specification for unit root tests with a structural break |
scientific article; zbMATH DE number 5055934 |
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Joint hypothesis specification for unit root tests with a structural break (English)
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22 September 2006
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unit root tests
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structural change
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joint hypotheses
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pseudo F-tests
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time series
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tables
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0.8594021797180176
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0.8424752354621887
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0.8310797214508057
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0.8297528028488159
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0.8234050869941711
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