Unit root tests for time series with a structural break when the break point is known:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
Humboldt- Univ., Wirtschaftswiss. Fak.
1999
|
| Schriftenreihe: | Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse
99,33 |
| Beschreibung: | 24 S. graph. Darst. |
Internformat
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| 245 | 1 | 0 | |a Unit root tests for time series with a structural break when the break point is known |c Helmut Lütkepohl, Christian Müller, Pentti Saikkonen |
| 264 | 1 | |a Berlin |b Humboldt- Univ., Wirtschaftswiss. Fak. |c 1999 | |
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| 490 | 1 | |a Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |v 99,33 | |
| 700 | 1 | |a Müller, Christian |e Sonstige |4 oth | |
| 700 | 1 | |a Saikkonen, Pentti |e Sonstige |4 oth | |
| 810 | 2 | |a Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> |t Discussion paper |v 99,33 |w (DE-604)BV012925295 |9 99,33 | |
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Datensatz im Suchindex
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| id | DE-604.BV025247116 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:29:38Z |
| institution | BVB |
| language | English |
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| physical | 24 S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | Humboldt- Univ., Wirtschaftswiss. Fak. |
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| series2 | Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| spelling | Lütkepohl, Helmut 1951- Verfasser (DE-588)10979544X aut Unit root tests for time series with a structural break when the break point is known Helmut Lütkepohl, Christian Müller, Pentti Saikkonen Berlin Humboldt- Univ., Wirtschaftswiss. Fak. 1999 24 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse 99,33 Müller, Christian Sonstige oth Saikkonen, Pentti Sonstige oth Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> Discussion paper 99,33 (DE-604)BV012925295 99,33 |
| spellingShingle | Lütkepohl, Helmut 1951- Unit root tests for time series with a structural break when the break point is known |
| title | Unit root tests for time series with a structural break when the break point is known |
| title_auth | Unit root tests for time series with a structural break when the break point is known |
| title_exact_search | Unit root tests for time series with a structural break when the break point is known |
| title_full | Unit root tests for time series with a structural break when the break point is known Helmut Lütkepohl, Christian Müller, Pentti Saikkonen |
| title_fullStr | Unit root tests for time series with a structural break when the break point is known Helmut Lütkepohl, Christian Müller, Pentti Saikkonen |
| title_full_unstemmed | Unit root tests for time series with a structural break when the break point is known Helmut Lütkepohl, Christian Müller, Pentti Saikkonen |
| title_short | Unit root tests for time series with a structural break when the break point is known |
| title_sort | unit root tests for time series with a structural break when the break point is known |
| volume_link | (DE-604)BV012925295 |
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