Unit root tests for time series with a structural break when the break point is known:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
1999
|
| Schriftenreihe: | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse
1999,33 |
| 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 |c 1999 | |
| 300 | |a 24 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
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| 490 | 1 | |a Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |v 1999,33 | |
| 700 | 1 | |a Müller, Christian |e Verfasser |4 aut | |
| 700 | 1 | |a Saikkonen, Pentti |e Verfasser |4 aut | |
| 810 | 2 | |a Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> |t Discussion paper |v 1999,33 |w (DE-604)BV012925295 |9 1999,33 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-021939590 | ||
Datensatz im Suchindex
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| author | Lütkepohl, Helmut 1951- Müller, Christian Saikkonen, Pentti |
| author_GND | (DE-588)10979544X |
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| author_sort | Lütkepohl, Helmut 1951- |
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| building | Verbundindex |
| bvnumber | BV026358758 |
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| ctrlnum | (OCoLC)76063494 (DE-599)BVBBV026358758 |
| discipline | Wirtschaftswissenschaften |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T23:10:24Z |
| institution | BVB |
| language | English |
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| series2 | Discussion paper / Humboldt-Universität zu Berlin, 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 1999 24 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse 1999,33 Müller, Christian Verfasser aut Saikkonen, Pentti Verfasser aut Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> Discussion paper 1999,33 (DE-604)BV012925295 1999,33 |
| spellingShingle | Lütkepohl, Helmut 1951- Müller, Christian Saikkonen, Pentti 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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