On the behavior of fixed-b trend break tests under fractional integration
Fabrizio Iacone, Stephen J. Leybourne and A. M. Robert Taylor
| Year of publication: |
2013
|
|---|---|
| Authors: | Iacone, Fabrizio ; Leybourne, Stephen James ; Taylor, Robert |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 29.2013, 2, p. 393-418
|
| Subject: | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Statistischer Test | Statistical test | Einheitswurzeltest | Unit root test | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009760001