Perron test

GPTKB entity

Statements (13)
Predicate Object
gptkbp:instanceOf statistical analysis
gptkbp:alternativeTo Augmented Dickey-Fuller test
gptkbp:assumes possible structural change at a known or unknown date
gptkbp:detects structural breaks in time series
gptkbp:field econometrics
https://www.w3.org/2000/01/rdf-schema#label Perron test
gptkbp:introducedIn 1989
gptkbp:namedAfter gptkb:Pierre_Perron
gptkbp:publishedIn gptkb:Journal_of_Econometrics
gptkbp:relatedTo time series analysis
gptkbp:usedFor unit root testing
gptkbp:bfsParent gptkb:Jean-Philippe_Perron
gptkbp:bfsLayer 7