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1999-03-19Buch DOI: 10.18452/3252
Unit Root Tests for Time Series with a Structural Break
dc.contributor.authorLütkepohl, Helmut
dc.contributor.authorMüller, Christian
dc.contributor.authorSaikkonen, Pentti
dc.date.accessioned2017-06-15T20:23:08Z
dc.date.available2017-06-15T20:23:08Z
dc.date.created2005-09-08
dc.date.issued1999-03-19
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/3904
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.subjectunivariate time serieseng
dc.subjectunit rooteng
dc.subjectstructural shifteng
dc.subjectautoregressioneng
dc.subject.ddc330 Wirtschaft
dc.titleUnit Root Tests for Time Series with a Structural Break
dc.typebook
dc.subtitleWhen the Break Point is Known
dc.identifier.urnurn:nbn:de:kobv:11-10046216
dc.identifier.doihttp://dx.doi.org/10.18452/3252
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages25
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1999
local.edoc.container-issue33
local.edoc.container-year1999
local.edoc.container-erstkatid2135319-0

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