Test procedures for unit roots in time series with level shifts at unknown time
Markku Lanne, Helmut Lütkepohl and Pentti Saikkonen
| Year of publication: |
2003
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|---|---|
| Authors: | Lanne, Markku ; Lütkepohl, Helmut ; Saikkonen, Pentti |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 65.2003, 1, p. 91-115
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| Subject: | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Oxford bulletin of economics and statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001741975