Unit root testing under a local break in trend using partial information on the break date
David I. Harvey, Stephen J. Leybourne and A. M. Robert Taylor
| Year of publication: |
2014
|
|---|---|
| Authors: | Harvey, David I. ; Leybourne, Stephen James ; Taylor, Robert |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 76.2014, 1, p. 93-111
|
| Subject: | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Unvollkommene Information | Incomplete information | Schätzung | Estimation | Zins | Interest rate | Großbritannien | United Kingdom |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010439613