Level shifts, unit roots and misspecification of the breaking date (Q1391636)
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scientific article; zbMATH DE number 1178135
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Level shifts, unit roots and misspecification of the breaking date |
scientific article; zbMATH DE number 1178135 |
Statements
Level shifts, unit roots and misspecification of the breaking date (English)
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22 July 1998
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unit root tests
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exogenous break
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breaking date misspecification
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0.8835525
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0.8590534
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0.84691024
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0.84127194
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0.83866966
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