Size distortion of asymmetric unit root tests in the presence of level shifts (Q4673857)
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scientific article; zbMATH DE number 2166575
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Size distortion of asymmetric unit root tests in the presence of level shifts |
scientific article; zbMATH DE number 2166575 |
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Size distortion of asymmetric unit root tests in the presence of level shifts (English)
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9 May 2005
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unit roots
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Monte Carlo simulation
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asymmetry
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structural breaks
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