Testing for unit roots in time series with level shifts (Q1879389)
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: Testing for unit roots in time series with level shifts |
scientific article; zbMATH DE number 2102261
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for unit roots in time series with level shifts |
scientific article; zbMATH DE number 2102261 |
Statements
Testing for unit roots in time series with level shifts (English)
0 references
22 September 2004
0 references
univariate time series
0 references
unit root
0 references
structural shift
0 references
autoregression
0 references
