structural break / structural change

[Uun Malihan Hawa]

hello everybody

Is anybody know about this syntax?

ADF* =inf ADF(τ)

I've found that in the journal that discussing about structural change/structural breaks. (An Empirical Study of Cointegration with Structural Breaks of Shanghai and Shenzhen Stock Markets by Yang Jiping and Sun Lisha)

Need your help, thankyou

Regards

[trubador]

Short for infimum (or plural infima). It's a mathematical term that defines the greatest lower bound of a set and is subtly different than minimum. Structural changes or breaks are usually identified through searching the observed values (instead of estimating the location), so from the practical point of view any kind of "minimum" function would do the job for you.