Confidence sets for the date of a break in level and trend when the order of integration is unknown
David I. Harvey; Stephen J. Leybourne
| Year of publication: |
2015
|
|---|---|
| Authors: | Harvey, David I. ; Leybourne, Stephen James |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 184.2015, 2, p. 262-279
|
| Subject: | Level break | Trend break | Stationary | Unit root | Locally best invariant test | Confidence sets | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10011339345