A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break (Q641788)
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scientific article; zbMATH DE number 5963349
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| English | A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break |
scientific article; zbMATH DE number 5963349 |
Statements
A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break (English)
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25 October 2011
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unit root tests
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structural break
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asymptotic distributions
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0.8495562076568604
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0.8075113296508789
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0.7984339594841003
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0.7806478142738342
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