A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break
type: Item
instance of: scholarly article
title: A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break
zbMATH Open document ID: 1434.62026
author: Mauro Costantini
author: Stephan Popp
published in: Statistical Papers
publication date: 2011-10-25T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 62M07
zbMATH DE Number: 5963349
zbMATH Keywords: unit root tests
zbMATH Keywords: structural break
zbMATH Keywords: asymptotic distributions
MaRDI profile type: Publication
full work available at URL: s00362-009-0276-y
OpenAlex ID: W2044049650
cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
cites work: Further evidence on breaking trend functions in macroeconomic variables
cites work: New innovational outlier unit root test with a break at an unknown time
DOI: 10.1007/S00362-009-0276-Y
description: scientific article; zbMATH DE number 5963349