Co-breaking : recent advances and a synopsis of the literature
Year of publication: |
2007
|
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Authors: | Hendry, David F. ; Massmann, Michael |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 25.2007, 1, p. 33-51
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Subject: | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Ranking-Verfahren | Ranking method |
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