Breaking date misspecification error for the level shift KPSS test
Year of publication: |
2003
|
---|---|
Authors: | Carrion i Silvestre, Josep Lluís |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 81.2003, 3, p. 365-371
|
Subject: | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis |
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