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2001-01-26Buch DOI: 10.18452/3447
Unit Root Tests for Time Series with Level Shifts
dc.contributor.authorLanne, Markku
dc.contributor.authorLütkepohl, Helmut
dc.date.accessioned2017-06-15T21:01:23Z
dc.date.available2017-06-15T21:01:23Z
dc.date.created2005-10-07
dc.date.issued2001-01-26
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4099
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectunivariate time serieseng
dc.subjectunit rooteng
dc.subjectstructural shifteng
dc.subjectautoregressioneng
dc.subject.ddc330 Wirtschaft
dc.titleUnit Root Tests for Time Series with Level Shifts
dc.typebook
dc.subtitleA Comparison of Different Proposals
dc.identifier.urnurn:nbn:de:kobv:11-10048579
dc.identifier.doihttp://dx.doi.org/10.18452/3447
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages11
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2001
local.edoc.container-issue5
local.edoc.container-year2001
local.edoc.container-erstkatid2135319-0

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