Tests for multiple breaks in the trend with stationary or integrated shocks
Nuno Sobreira and Luis C. Nunes
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Sobreira, Nuno ; Nunes, Luis C. |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 78.2016, 3, p. 394-411
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| Subject: | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Stationarität | Stationarity | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/obes.12116 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011494825