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subject:"Time series analysis"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Kunst, Robert M."
~person:"Taylor, Robert"
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Time series analysis
Einheitswurzeltest
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Estimation
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Level break fraction
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Kunst, Robert M.
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Working paper / Department of Econometrics and Business Statistics, Monash University
IHS economics series : working paper
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Reihe Ökonomie
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Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
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