Browsing Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 by Subject "Univariate time series"
Now showing items 1-3 of 3
2001-06-20BuchTest Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time
1999-02-26BuchTesting for Unit Roots in Time Series with Level Shifts Tests for unit roots in univariate time series with level shifts are proposed and investigated. The level shift is assumed to occur at a known time. It may be a simple one-time shift which can be captured by a dummy variable ...
2001-08-15BuchUnit Root Tests in the Presence of Innovational Outliers