Localized level crossing random walk test robust to the presence of structural breaks
Vitali Alexeev; Alex Maynard
| Year of publication: |
2010
|
|---|---|
| Authors: | Alexeev, Vitali ; Maynard, Alex |
| Publisher: |
Guelph, Ont. : Dep. of Economics, College of Management and Economics, Univ. of Guelph |
| Subject: | Random Walk | Random walk | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test |
| Extent: | Online-Ressource (38 S.) graph. Darst. |
|---|---|
| Series: | Economics discussion papers. - Guelph, Ont. : [Verlag nicht ermittelbar], ZDB-ID 2096992-2. - Vol. 2010,1 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003925104