Testing for Shifts in Trend with an Integrated or Stationary Noise Component
Year of publication: |
2018
|
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Authors: | Perron, Pierre |
Other Persons: | Yabu, Tomoyoshi (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Einheitswurzeltest | Unit root test | Kleinste-Quadrate-Methode | Least squares method | Statistischer Test | Statistical test | Strukturwandel | Structural change | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (57 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 5, 2007 erstellt |
Other identifiers: | 10.2139/ssrn.3232813 [DOI] |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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