Testing for unit roots in autoregressions with multiple level shifts
Year of publication: |
2006
|
---|---|
Authors: | Cavaliere, Giuseppe ; Georgiev, Iliyan |
Institutions: | Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna |
Subject: | Unit roots | level shifts | compound Poisson process | random fixed point |
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