Testing for shifts in trend with an integrated or stationary noise component
Year of publication: |
2006
|
---|---|
Authors: | Perron, Pierre ; Yabu, Tomoyoshi |
Publisher: |
Tokyo |
Subject: | Strukturwandel | Structural change | Statistischer Test | Statistical test | Einheitswurzeltest | Unit root test | Kleinste-Quadrate-Methode | Least squares method | 1870-1986 |
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