Distinguishing between trend-break models : method and empirical evidence
Year of publication: |
2001
|
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Authors: | Hsu, Chih-chiang ; Kuan, Chung-ming |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 4.2001, 4, p. 171-190
|
Subject: | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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