Testing for a break in trend when the order of integration is unknown
Year of publication: |
2013
|
---|---|
Authors: | Iacone, Fabrizio ; Leybourne, Stephen J. ; Robert Taylor, A.M. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 176.2013, 1, p. 30-45
|
Publisher: |
Elsevier |
Subject: | Trend break | Fractional integration | Sup-Wald statistic |
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