The Kalman filter method for break point estimation in unit root tests
Furkan Emirmahmutoglu
| Year of publication: |
2008
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|---|---|
| Authors: | Emirmahmutoglu, Furkan ; Kose, 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
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| Subject: | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Strukturbruch | Structural break | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003725184