Tests for Stationarity in Series with Endogenously Determined Structural Change
Year of publication: |
2004
|
---|---|
Authors: | Harvey, David I. ; Mills, Terence C. |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test |
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