MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS
| Year of publication: |
2013
|
|---|---|
| Authors: | Mccloskey, Adam ; Perron, Pierre |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 29.2013, 06, p. 1196-1237
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |