Strong rules for detecting the number of breaks in a time series
Year of publication: |
2003
|
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Authors: | Altissimo, Filippo ; Corradi, Valentina |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 117.2003, 2, p. 207-244
|
Subject: | Zeitreihenanalyse | Time series analysis | Schock | Shock | Monte-Carlo-Simulation | Monte Carlo simulation | Euro | Wechselkurs | Exchange rate | US-Dollar | US dollar | Deutschland | Germany | USA | United States | 1973-1995 |
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