Modelling UK trade : an exercise in sequential structural break procedures
Year of publication: |
1995
|
---|---|
Authors: | Banerjee, Anindya ; Urga, Giovanni |
Publisher: |
London : Centre for Economic Forecasting |
Subject: | Strukturbruch | Structural break | Außenwirtschaftstheorie | International economics | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 19 S graph. Darst |
---|---|
Series: | Discussion paper / Centre for Economic Forecasting. - London, ISSN 0969-6598, ZDB-ID 2254286-3. - Vol. 24-95 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Modelling UK trade : an exercise in sequential structural break procedures
Banerjee, Anindya, (1995)
-
Bias correction of KPSS test with structural break for reducing of size distortion
Skrobotov, Anton, (2014)
-
Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null
Sollis, Robert, (2016)
- More ...
-
Sequential methods for detecting structural breaks in co-integrated systems
Banerjee, Anindya, (1996)
-
Investigating structural breaks in UK manufacturing trade
Banerjee, Anindya, (1995)
-
Bootstrapping sequential tests for multiple structural breaks
Banerjee, Anindya, (1998)
- More ...