Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (Q1410564)

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scientific article; zbMATH DE number 1992846
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Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
scientific article; zbMATH DE number 1992846

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    Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (English)
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    14 October 2003
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    stationarity tests
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    structural breaks
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    unattended unit roots
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    bias-corrected tests
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    pre-filtering
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    tables
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