Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests (Q1606380)
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scientific article; zbMATH DE number 1770951
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests |
scientific article; zbMATH DE number 1770951 |
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Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests (English)
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1 September 2002
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asymptotic behaviour
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unit root tests
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inference
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0.8835525
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0.86502725
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0.8632257
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0.8628881
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0.8594596
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0.85484767
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