Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
type: Item
instance of: scholarly article
title: Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
zbMATH Open document ID: 1026.62086
DOI: 10.1016/S0304-4076(03)00117-9
author: Fabio Busetti
author: A. M. Robert Taylor
published in: Journal of Econometrics
publication date: 2003-10-14T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 1992846
zbMATH Keywords: stationarity tests
zbMATH Keywords: structural breaks
zbMATH Keywords: unattended unit roots
zbMATH Keywords: bias-corrected tests
zbMATH Keywords: pre-filtering
zbMATH Keywords: tables
describes a project that uses: Ox
MaRDI profile type: Publication
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full work available at URL: s0304-4076(03)00117-9
OpenAlex ID: W2145569147
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description: scientific article; zbMATH DE number 1992846