Spurious rejection of the stationarity hypothesis in the presence of a break point
Year of publication: |
2002
|
---|---|
Authors: | Amador, Rosa Badillo ; Belaire-Franch, Jorge ; Contreras, Dulce |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 34.2002, 15, p. 1917-1923
|
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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