A new test for unit roots with a partial quadratic trend
Yanglin Li, Shaoping Wang, Sainan Jin and Zhijie Xiao
| Year of publication: |
2024
|
|---|---|
| Authors: | Li, Yanglin ; Wang, Shaoping ; Jin, Sainan ; Xiao, Zhijie |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 27.2024, 2, p. 258-277
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| Subject: | Quadratic trend break | URQ process | DBF test | fundamental improvement | explosive bubble process | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Spekulationsblase | Bubbles | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Strukturbruch | Structural break |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/utad026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046376