Over-rejections by the weighted symmetric unit root test in multiple structural breaks
Takashi Matsuki
| Year of publication: |
2007
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|---|---|
| Authors: | Matsuki, Takashi |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 14.2007, 10/12, p. 833-837
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| Subject: | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003589433