A simple testing procedure for unit root and model specification

DOI10.1016/j.csda.2016.04.001zbMath1466.62046OpenAlexW2315821819MaRDI QIDQ1659023

Mauro Costantini, Amit Sen

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.04.001

zbMATH Keywords

unit rootF-testmodel mis-specificationtrend breaklevel shiftbreak date

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cites Work

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