Structural breaks with deterministic and stochastic trends
Year of publication: |
2005
|
---|---|
Authors: | Perron, Pierre ; Zhu, Xiaokang |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 129.2005, 1/2, p. 65-119
|
Subject: | Strukturbruch | Structural break | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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