GLS detrending, efficient unit root tests and structural change. (Q1810676)
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scientific article; zbMATH DE number 1924792
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GLS detrending, efficient unit root tests and structural change. |
scientific article; zbMATH DE number 1924792 |
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GLS detrending, efficient unit root tests and structural change. (English)
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9 June 2003
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Integrated process
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Quasi-differencing
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Change-point
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Truncation lag
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Information criteria
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