Monitoring unit root and multiple structural changes: An information criterion approach
Year of publication: |
2006
|
---|---|
Authors: | Fukuda, Kosei |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 71.2006, 2, p. 121-130
|
Publisher: |
Elsevier |
Subject: | BIC | Detection accuracy | Detection speed | Detection stability | Forecasting |
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