Practioners's corner : test for a break in level when the order of integration is unknown
Year of publication: |
2004
|
---|---|
Authors: | Harvey, David I. ; Leybourne, Stephen James ; Newbold, Paul |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 66.2004, 1, p. 133-146
|
Subject: | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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