Identification of the break date in a potentially non-stationary series with a structural break
by Chris Brooks and Alistair G. Rew
| Year of publication: |
2000
|
|---|---|
| Authors: | Brooks, Chris ; Rew, Alistair G. |
| Publisher: |
Reading : Univ., Dep. of Economics |
| Subject: | Strukturbruch | Structural break | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis |
| Extent: | 31 S graph. Darst |
|---|---|
| Series: | Discussion papers in quantitative economics and computing / E. - Reading, ZDB-ID 2553769-6. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001475370