A joint test of fractional integration and structural breaks at a known period of time

  1. Gil-Alana, L.A.
Journal:
Journal of Time Series Analysis

ISSN: 0143-9782

Year of publication: 2004

Volume: 25

Issue: 5

Pages: 691-700

Type: Article

DOI: 10.1111/J.1467-9892.2004.01882.X GOOGLE SCHOLAR
Data source: Scopus