Unit root tests for time series with a structural break: When the break point is known
Year of publication: |
1999
|
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Authors: | Lütkepohl, Helmut ; Müller, Christian ; Saikkonen, Pentti |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | univariate time series | unit root | structural shift | autoregression |
Series: | SFB 373 Discussion Paper ; 1999,33 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 722262566 [GVK] hdl:10419/61700 [Handle] RePEc:zbw:sfb373:199933 [RePEc] |
Classification: | C22 - Time-Series Models ; C12 - Hypothesis Testing |
Source: |
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