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

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

ISSN: 0143-9782

Argitalpen urtea: 2004

Alea: 25

Zenbakia: 5

Orrialdeak: 691-700

Mota: Artikulua

DOI: 10.1111/J.1467-9892.2004.01882.X GOOGLE SCHOLAR
Datuen iturria: Scopus