Tests for multiple breaks in the trend with stationary or integrated shocks
Year of publication: |
2012
|
---|---|
Authors: | Sobreiray, Nuno ; Nunes, Luis C. |
Publisher: |
Saõ Paulo : Insper |
Subject: | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Stationarität | Stationarity | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation |
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