Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis (Q1782409)
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scientific article; zbMATH DE number 6939481
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis |
scientific article; zbMATH DE number 6939481 |
Statements
Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis (English)
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20 September 2018
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structural break
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Fourier approximation
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unit root test
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Perron phenomenon
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