Testing for shifts in trend with an integrated or stationary noise component
Year of publication: |
2009
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Authors: | Perron, Pierre ; Yabu, Tomoyoshi |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 27.2009, 3, p. 369-396
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Subject: | Strukturwandel | Structural change | Statistischer Test | Statistical test | Einheitswurzeltest | Unit root test | Kleinste-Quadrate-Methode | Least squares method | 1870-1986 |
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