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

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

ISSN: 0143-9782

Année de publication: 2004

Volumen: 25

Número: 5

Pages: 691-700

Type: Article

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

Objectifs de Développement Durable

La source de données: Scopus