Change-point estimation of nonstationary I(d) processes
| Year of publication: |
2008
|
|---|---|
| Authors: | Hsu, Yu-Chin ; Kuan, Chung-Ming |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 98.2008, 2, p. 115-121
|
| Publisher: |
Elsevier |