Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests
type: Item
instance of: scholarly article
title: Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests
zbMATH Open document ID: 1027.91064
DOI: 10.1016/S0165-1765(99)00161-5
author: Irene Olloqui
author: Antonio Montañés
published in: Economics Letters
publication date: 2002-09-01T00:00:00Z
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 1770951
zbMATH Keywords: asymptotic behaviour
zbMATH Keywords: unit root tests
zbMATH Keywords: inference
MaRDI profile type: Publication
cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root
cites work: Level shifts, unit roots and misspecification of the breaking date
cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
full work available at URL: s0165-1765(99)00161-5
OpenAlex ID: W2053600959
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description: scientific article; zbMATH DE number 1770951