Testing for multiple structural changes with non-homogeneous regressors
Year of publication: |
2015
|
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Authors: | Kurozumi, Eiji |
Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 7.2015, 1, p. 1-35
|
Subject: | multiple breaks | exp-type test | sup-type test | avg-type test | mean-type test | Strukturbruch | Structural break | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory |
Extent: | graph. Darst. |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.1515/jtse-2012-0019 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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