New innovational outlier unit root test with a break at an unknown time

Author: Popp Stephan  

Publisher: Taylor & Francis Ltd

ISSN: 0094-9655

Source: Journal of Statistical Computation and Simulation, Vol.78, Iss.12, 2008-01, pp. : 1143-1159

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract