Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
Year of publication: |
2020
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Authors: | Kim, Dukpa ; Oka, Tatsushi ; Estrada, Francisco ; Perron, Pierre |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 214.2020, 1, p. 130-152
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Subject: | Common breaks | Joined segmented trend | Multiple breaks | Multivariate regressions | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Globalisierung | Globalization | Welt | World | Schätztheorie | Estimation theory | Multiple Regression | Multiple regression |
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