Level shifts and the illusion of long memory in economic time series
Year of publication: |
2005
|
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Authors: | Smith, Aaron D. |
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. 23.2005, 3, p. 321-335
|
Subject: | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Schätztheorie | Estimation theory |
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