Wald-type tests for detecting breaks in the trend function of a dynamic time series
Year of publication: |
1997
|
---|---|
Authors: | Vogelsang, Timothy J. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 13.1997, 6, p. 818-849
|
Subject: | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
-
Zawada, Marcin, (2018)
-
Some examples of random process environmental data analysis
Brillinger, David R., (2000)
-
Chan, Wai-Sum, (2000)
- More ...
-
Bunzel, Helle, (2004)
-
Vogelsang, Timothy J., (2024)
-
Fixed-b inference for testing structural change in a time series regression
Cho, Cheol-Keun, (2017)
- More ...