Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null
Robert Sollis
| Year of publication: |
2016
|
|---|---|
| Authors: | Sollis, Robert |
| Subject: | explosive autoregression | structural break | unit root | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | 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-2013-0004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011440443