Unit root testing with stationary covariates and a structural break in the trend function
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Publication:2852598
DOI10.1111/jtsa.12020zbMath1273.62042OpenAlexW1913101100MaRDI QIDQ2852598
Publication date: 9 October 2013
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://sites.ualberta.ca/~econwps/2011/wp2011-10.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)
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Cites Work
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