Finite sample behaviour of the level shift model using quasi-differenced data (Q5438726)
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scientific article; zbMATH DE number 5230134
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite sample behaviour of the level shift model using quasi-differenced data |
scientific article; zbMATH DE number 5230134 |
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Finite sample behaviour of the level shift model using quasi-differenced data (English)
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28 January 2008
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unit root test
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GLS detrending
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structural change
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truncation lag
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information criteria
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