Level shifts, unit roots and misspecification of the breaking date
Year of publication: |
1997
|
---|---|
Authors: | Montañés, Antonio |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 54.1997, 1, p. 7-13
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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