Timing structural change : a conditional probalistic approach
David N. Dejong, Roman Liesenfeld and Jean-Francois Richard
| Year of publication: |
2006
|
|---|---|
| Authors: | DeJong, David Neil ; Liesenfeld, Roman ; Richard, Jean-François |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 21.2006, 2, p. 175-190
|
| Subject: | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break |
| Extent: | graph. Darst. |
|---|---|
| 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/10003310065