A joint test for a unit root and common factor restrictions in the presence of a structual break
Junsoo Lee ; Christine Amsler
| Year of publication: |
1997
|
|---|---|
| Authors: | Lee, Junsoo |
| Other Persons: | Amsler, Christine Elaine (contributor) |
| Published in: |
Structural change and economic dynamics : SC+ED. - Amsterdam : Elsevier, ISSN 0954-349X, ZDB-ID 1055942-5. - Vol. 8.1997, 2, p. 221-232
|
| Subject: | Statistische Methodenlehre | Statistical theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001224626