A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data (Q5863644)
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scientific article; zbMATH DE number 7536145
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data |
scientific article; zbMATH DE number 7536145 |
Statements
A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data (English)
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3 June 2022
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long memory
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misspecification
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nonlinearity
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structural breaks
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unit root tests
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