Finite-sample properties of modified unit root tests in the presence of structural change. (Q1426175)
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scientific article; zbMATH DE number 2056586
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-sample properties of modified unit root tests in the presence of structural change. |
scientific article; zbMATH DE number 2056586 |
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Finite-sample properties of modified unit root tests in the presence of structural change. (English)
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14 March 2004
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Unit root tests
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Empirical power
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Monte Carlo simulation
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Structural change
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Recursive mean adjustment
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Weighted symmetric estimation
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