Over-rejections by the weighted symmetric unit root test in multiple structural breaks
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
|
Subject: | Theorie | Theory | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis |
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