Identification of the break date in a potentially non-stationary series with a structural break
Year of publication: |
2000
|
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Authors: | Brooks, Chris ; Rew, Alistair G. |
Publisher: |
Reading : Univ., Dep. of Economics |
Subject: | Strukturbruch | Structural break | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis |
Extent: | 31 S graph. Darst |
---|---|
Series: | Discussion papers in quantitative economics and computing / E. - Reading, ZDB-ID 2553769-6. |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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