A new test for unit roots with a partial quadratic trend
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
|
Subject: | Quadratic trend break | URQ process | DBF test | fundamental improvement | explosive bubble process | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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