Unit Root Tests for Time Series with a Structural Break
dc.contributor.author | Lütkepohl, Helmut | |
dc.contributor.author | Müller, Christian | |
dc.contributor.author | Saikkonen, Pentti | |
dc.date.accessioned | 2017-06-15T20:23:08Z | |
dc.date.available | 2017-06-15T20:23:08Z | |
dc.date.created | 2005-09-08 | |
dc.date.issued | 1999-03-19 | |
dc.identifier.issn | 1436-1086 | |
dc.identifier.uri | http://edoc.hu-berlin.de/18452/3904 | |
dc.language.iso | eng | |
dc.publisher | Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät | |
dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | |
dc.subject | univariate time series | eng |
dc.subject | unit root | eng |
dc.subject | structural shift | eng |
dc.subject | autoregression | eng |
dc.subject.ddc | 330 Wirtschaft | |
dc.title | Unit Root Tests for Time Series with a Structural Break | |
dc.type | book | |
dc.identifier.urn | urn:nbn:de:kobv:11-10046216 | |
dc.identifier.doi | http://dx.doi.org/10.18452/3252 | |
local.edoc.pages | 25 | |
local.edoc.type-name | Buch | |
local.edoc.container-type | series | |
local.edoc.container-type-name | Schriftenreihe | |
local.edoc.container-year | 1999 | |
dc.title.subtitle | When the Break Point is Known | |
dc.identifier.zdb | 2135319-0 | |
bua.series.name | Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes | |
bua.series.issuenumber | 1999,33 |