Testing for unit roots with breaks : evidence on the great crash and the unit root hypothesis reconsidered
Year of publication: |
1997
|
---|---|
Authors: | Nunes, Luis C. |
Other Persons: | Newbold, Paul (contributor) ; Kuan, Chung-ming (contributor) |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 59.1997, 4, p. 435-448
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Schock | Shock | Theorie | Theory |
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