A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION
| Year of publication: |
2014
|
|---|---|
| Authors: | Iacone, Fabrizio ; Leybourne, Stephen J. ; Taylor, A. M. Robert |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 35.2014, 1, p. 40-54
|
| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010722429