LM tests for joint breaks in the dynamics and level of a long-memory time series
Juan J. Dolado, Heiko Rachinger, and Carlos Velasco
| Year of publication: |
2022
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|---|---|
| Authors: | Dolado, Juan J. ; Rachinger, Heiko ; Velasco, Carlos |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 2, p. 629-650
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| Subject: | Long memory | Structural breaks | Lagrange multiplier test | Level | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
| Description of contents: | Description [tandfonline.com] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2020.1855184 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013534032