LM tests for joint breaks in the dynamics and level of a long-memory time series
Year of publication: |
08 November 2020
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Authors: | Dolado, Juan J. ; Rachinger, Heiko ; Velasco, Carlos |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | LM Test | Structural Breaks | Long Memory | Level | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Statistischer Test | Statistical test | Schätzung | Estimation |
Extent: | 1 Online-Ressource (circa 48 Seiten) Illustrationen |
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Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP15435 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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