Robust methods for detecting multiple level breaks in autocorrelated time series
David I. Harvey; Stephen J. Leybourne; A. M. Robert Taylor
| Year of publication: |
2010
|
|---|---|
| Authors: | Harvey, David I. ; Leybourne, Stephen James ; Taylor, Robert |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 157.2010, 2, p. 342-358
|
| Subject: | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Autokorrelation | Autocorrelation |
| 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/10008662998