A Joint Test of Fractional Integration and Structural Breaks at a Known Period of Time
Year of publication: |
2004
|
---|---|
Authors: | Gil-Alana, Luis A. |
Publisher: |
[S.l.] : SSRN |
Subject: | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory | Einheitswurzeltest | Unit root test |
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