Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types (Q5451125)
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scientific article; zbMATH DE number 5250462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types |
scientific article; zbMATH DE number 5250462 |
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Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types (English)
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18 March 2008
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additive outlier
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BIC
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innovational outlier
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model selection
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trend break
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unit root
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