Testing for multiple level shifts with an integrated or stationary noise component

Josep Lluís Carrion-i-Silvestre, María Dolores Gadea

Year of publication:	2023
Authors:	Carrion i Silvestre, Josep Lluís ; Gadea, María Dolores
Subject:	long-run variance estimation \| multiple structural breaks \| purchasing power parity \| robust break date estimation \| union of rejections \| Strukturbruch \| Structural break \| Kaufkraftparität \| Purchasing power parity \| Zeitreihenanalyse \| Time series analysis \| Einheitswurzeltest \| Unit root test \| Schätztheorie \| Estimation theory \| Statistischer Test \| Statistical test \| Kleinste-Quadrate-Methode \| Least squares method

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1002/jae.2977 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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