Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Year of publication: |
2003
|
---|---|
Authors: | Busetti, Fabio ; Taylor, Robert |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 117.2003, 1, p. 21-53
|
Subject: | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Statistischer Test | Statistical test | Theorie | Theory |
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