On the use of the Flexible Fourier Form in unit root tests, endogenous breaks, and parameter instability
Paul M. Jones and Walter Enders
| Year of publication: |
2014
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|---|---|
| Authors: | Jones, Paul ; Enders, Walter |
| Published in: |
Recent advances in estimating nonlinear models : with applications in economics and finance. - New York, NY [u.a.] : Springer, ISBN 1-4614-8059-0. - 2014, p. 59-83
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| Subject: | Strukturbruch | Structural break | Nichtlineare Regression | Nonlinear regression | Fourier-Analyse | Fourier analysis | Statistischer Test | Statistical test | Schätzung | Estimation | Ölpreis | Oil price | 1978-2008 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011406759