Variance shifts, structural breaks, and stationarity tests
Fabio Busetti; A. M. Robert Taylor
| Year of publication: |
2003
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|---|---|
| Authors: | Busetti, Fabio ; Taylor, Robert |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 21.2003, 4, p. 510-531
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| Subject: | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Bruttoinlandsprodukt | Gross domestic product | Inflation | Wechselkurs | Exchange rate |
| 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/10001807005