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Performance of LM-type unit root tests with trend break: a bootstrap approach - MaRDI portal

Performance of LM-type unit root tests with trend break: a bootstrap approach (Q1929815)

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scientific article; zbMATH DE number 6123812
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Performance of LM-type unit root tests with trend break: a bootstrap approach
scientific article; zbMATH DE number 6123812

    Statements

    Performance of LM-type unit root tests with trend break: a bootstrap approach (English)
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    9 January 2013
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    Lagrange multiplier unit root test
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    structural change
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