An infimum coefficient unit root test allowing for an unknown break in trend
Year of publication: |
2012
|
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Authors: | Harvey, David I. ; Leybourne, Stephen James |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 117.2012, 1, p. 298-302
|
Subject: | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis |
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