GLS detrending, efficient unit root tests and structural change.
type: Item
instance of: scholarly article
title: GLS detrending, efficient unit root tests and structural change.
zbMATH Open document ID: 1183.62154
DOI: 10.1016/S0304-4076(03)00090-3
author: Pierre Perron
author: Gabriel Rodríguez
published in: Journal of Econometrics
publication date: 2003-06-09T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62Q05
zbMATH DE Number: 1924792
zbMATH Keywords: Integrated process
zbMATH Keywords: Quasi-differencing
zbMATH Keywords: Change-point
zbMATH Keywords: Truncation lag
zbMATH Keywords: Information criteria
MaRDI profile type: Publication
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full work available at URL: s0304-4076(03)00090-3
OpenAlex ID: W2146335013
description: scientific article; zbMATH DE number 1924792