Simple, robust, and powerful tests of the breaking trend hypothesis
Year of publication: |
2009
|
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Authors: | Harvey, David I. ; Leybourne, Stephen James ; Taylor, Robert |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 4, p. 995-1029
|
Subject: | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break |
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