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Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown - MaRDI portal

Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown (Q1670214)

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scientific article; zbMATH DE number 6932045
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English
Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown
scientific article; zbMATH DE number 6932045

    Statements

    Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown (English)
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    5 September 2018
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    level break
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    trend break
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    stationary
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    unit root
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    confidence sets
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