A SAS macro for examining stationarity under the presence of up to m endogenous structural breaks with an application on EU28 agri-food exports
Year of publication: |
2022
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Authors: | Dadakas, Dimitrios |
Published in: |
International journal of computational economics and econometrics : IJCEE. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1189, ZDB-ID 2545120-0. - Vol. 12.2022, 3, p. 275-283
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Subject: | endogenous structural breaks | macro | SAS | stationarity | time series | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Theorie | Theory |
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