Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks

DOI10.1016/S0165-1765(99)00044-0zbMath0923.90032WikidataQ126839011 ScholiaQ126839011MaRDI QIDQ1292336

Josep Lluís Carrion-i-Silvestre, Andreu Sansó i Rosselló, Manuel Artís Ortuño

Publication date: 21 June 1999

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

unit root testresponse surfacessegmented trends

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items

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Cites Work

• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis