Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown (Q1670214)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: 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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
5 September 2018
0 references
level break
0 references
trend break
0 references
stationary
0 references
unit root
0 references
confidence sets
0 references
0 references
0 references
0.9434816
0 references
0.8686166
0 references
0.85744774
0 references
0.84552336
0 references
0.8414023
0 references
0.8275026
0 references
0.8220229
0 references
0 references