Selection of the break in the Perron-type tests
Year of publication: |
2005
|
---|---|
Authors: | Montañés, Antonio ; Olloqui, Irene ; Calvo, Elena |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 129.2005, 1/2, p. 41-64
|
Subject: | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break |
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