A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend
Year of publication: |
2006
|
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Authors: | Deng, Ai ; Perron, Pierre |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 9.2006, 3, p. 423-447
|
Subject: | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Theorie | Theory |
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