Recursive adjustment, unit root tests and structural breaks
From MaRDI portal
Publication:2852481
DOI10.1111/j.1467-9892.2012.00813.xzbMath1274.62615MaRDI QIDQ2852481
Publication date: 9 October 2013
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2012.00813.x
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
65C40: Numerical analysis or methods applied to Markov chains
62M07: Non-Markovian processes: hypothesis testing
Related Items
Recursive adjustment for general deterministic components and improved cointegration rank tests, On trend breaks and initial condition in unit root testing, Recursive adjusted unit root tests under non-stationary volatility, The effect of recursive detrending on panel unit root tests, Recursive adjustment, unit root tests and structural breaks
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