More powerful modifications of unit root tests allowing structural change (Q5717563)
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scientific article; zbMATH DE number 2244942
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | More powerful modifications of unit root tests allowing structural change |
scientific article; zbMATH DE number 2244942 |
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More powerful modifications of unit root tests allowing structural change (English)
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10 January 2006
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structural change
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Perron tests
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MAX test
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weighted symmetric estimation
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GLS estimation
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power comparison
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ARMA errors
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