A proof of the power of Kim's test against stationary processes with structural breaks
Year of publication: |
2005
|
---|---|
Authors: | Belaire-Franch, Jorge |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 21.2005, 6, p. 1172-1176
|
Subject: | Statistischer Test | Statistical test | Strukturbruch | Structural break |
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