Testing for multiple level shifts with an integrated or stationary noise component
Josep Lluís Carrion-i-Silvestre, María Dolores Gadea
| Year of publication: |
2023
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|---|---|
| Authors: | Carrion i Silvestre, Josep Lluís ; Gadea, María Dolores |
| Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 38.2023, 6, p. 801-819
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| Subject: | long-run variance estimation | multiple structural breaks | purchasing power parity | robust break date estimation | union of rejections | Strukturbruch | Structural break | Kaufkraftparität | Purchasing power parity | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.2977 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014432113