Local Structural Trend Break in Stationarity Testing
Year of publication: |
2013
|
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Authors: | Skrobotov, Anton |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Statistischer Test | Statistical test | Stochastischer Prozess | Stochastic process | Theorie | Theory | Einheitswurzeltest | Unit root test |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 23, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2356870 [DOI] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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