Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown
David I. Harvey, Stephen J. Leybourne
| Year of publication: |
August 2016
|
|---|---|
| Authors: | Harvey, David I. ; Leybourne, Stephen James |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 145.2016, p. 239-245
|
| Subject: | Level break | Trend break | Stationary | Unit root | Confidence sets | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.06.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011618823