Estimating multiple breaks in nonstationary autoregressive models
Tianxiao Pang, Lingjie Du, Terence Tai-Leung Chong
| Year of publication: |
2021
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|---|---|
| Authors: | Pang, Tianxiao ; Du, Lingjie ; Chong, Terence Tai-Leung |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 221.2021, 1, p. 277-311
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| Subject: | Change point | Financial bubble | Least squares estimator | Mildly explosive | Mildly integrated | Schätztheorie | Estimation theory | Spekulationsblase | Bubbles | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Autokorrelation | Autocorrelation | Schätzung | Estimation | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.06.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012618836