The Kalman filter method for break point estimation in unit root tests
Year of publication: |
2008
|
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Authors: | Emirmahmutoglu, Furkan ; Köse, Nezir ; Yalcin, Yeliz |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 15.2008, 1/3, p. 193-198
|
Subject: | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Schätztheorie | Estimation theory |
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