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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.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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