Unit roots, non-linearities and structural breaks
Niels Haldrup, Robinson Kruse, Timo Teräsvirta and Rasmus T. Varneskov
| Year of publication: |
2013
|
|---|---|
| Authors: | Haldrup, Niels ; Kruse, Robinson ; Teräsvirta, Timo ; Varneskov, Rasmus Tangsgaard |
| Published in: |
Handbook of research methods and applications in empirical macroeconomics. - Cheltenham [u.a.] : Edward Elgar, ISBN 978-1-78254-507-1. - 2013, p. 61-94
|
| Subject: | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Statistische Methodenlehre | Statistical theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010206847