Additional tests for a unit root allowing for a break in the trend function at an unknown time
by Timothy J. Vogelsang and Pierre Perron
| Year of publication: |
1998
|
|---|---|
| Authors: | Vogelsang, Timothy J. |
| Other Persons: | Perron, Pierre (contributor) |
| Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 39.1998, 4, p. 1073-1100
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schock | Shock | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
| Series: | |
|---|---|
| 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/10001338799