Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Fabrizio Iacone, Stephen J. Leybourne, A. M. Robert Taylor
| Year of publication: |
2019
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|---|---|
| Authors: | Iacone, Fabrizio ; Leybourne, Stephen James ; Taylor, Robert |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 35.2019, 6, p. 1201-1233
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| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466618000361 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012149284