Unit root tests for time series with level shifts: a comparison of different proposals. (Q1605452)
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scientific article; zbMATH DE number 1768281
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit root tests for time series with level shifts: a comparison of different proposals. |
scientific article; zbMATH DE number 1768281 |
Statements
Unit root tests for time series with level shifts: a comparison of different proposals. (English)
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15 July 2002
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Univariate time series
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Unit root
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Structural shift
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Autoregression
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