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2001-06-20Buch DOI: 10.18452/3563
Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time
dc.contributor.authorLanne, Markku
dc.contributor.authorLütkepohl, Helmut
dc.contributor.authorSaikkonen, Pentti
dc.date.accessioned2017-06-15T21:24:01Z
dc.date.available2017-06-15T21:24:01Z
dc.date.created2005-10-12
dc.date.issued2001-06-20
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4215
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectunit rooteng
dc.subjectstructural shifteng
dc.subjectautoregressioneng
dc.subjectUnivariate time serieseng
dc.subject.ddc330 Wirtschaft
dc.titleTest Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10049801
dc.identifier.doihttp://dx.doi.org/10.18452/3563
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages29
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2001
local.edoc.container-issue39
local.edoc.container-year2001
local.edoc.container-erstkatid2135319-0

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