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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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0.9242274
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0.92247176
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0.9164206
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0.91630554
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