On trend breaks and initial condition in unit root testing
Anton Skrobotov
| Year of publication: |
Jan 2018
|
|---|---|
| Authors: | Skrobotov, Anton |
| Subject: | unit root test | infimum Dickey-Fuller tests | local trend break | asymptotic local power | union of rejection | pre-testing | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jtse-2016-0014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011817686