Unit root testing under a local break in trend (Q738141)
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scientific article; zbMATH DE number 6617054
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Unit root testing under a local break in trend |
scientific article; zbMATH DE number 6617054 |
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Unit root testing under a local break in trend (English)
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15 August 2016
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unit root test
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local trend break
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union of rejections
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adaptive critical values
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asymptotic local power
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0.8934575319290161
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0.8931939005851746
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0.8888952136039734
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0.850132942199707
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