A SAS macro for examining stationarity under the presence of endogenous structural breaks
Dimitrios Dadakas, Scott Fargher
| Year of publication: |
2021
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|---|---|
| Authors: | Dadakas, Dimitrios ; Fargher, Scott |
| Published in: |
International journal of computational economics and econometrics : IJCEE. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1189, ZDB-ID 2545120-0. - Vol. 11.2021, 2, p. 189-199
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| Subject: | endogenous structural breaks | stationarity | time series | SAS | macro | computationally intensive procedures | multiple structural breaks | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJCEE.2021.114546 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012507589