Testing for unit-roots with breaks : evidence on the great crash and the unit-root hypothesis reconsidered
Luis C. Nunes ; Paul Newbold ; Chung-Ming Kuan
| Year of publication: |
1994
|
|---|---|
| Authors: | Nunes, Luis C. ; Newbold, Paul ; Kuan, Chung-ming |
| Publisher: |
Urbana-Champaign |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test |
| Extent: | 32 S |
|---|---|
| Series: | Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration. - Urbana-Champaign, Ill., ZDB-ID 2262046-1. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000891463