Inference on a structural break in trend with fractionally integrated errors (Q2815049)
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scientific article; zbMATH DE number 6598567
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference on a structural break in trend with fractionally integrated errors |
scientific article; zbMATH DE number 6598567 |
Statements
27 June 2016
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fractionally integrated process
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linear trend
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segmented trend
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spurious break
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structural change
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0.91014606
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0.89112353
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0.8839843
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0.87861824
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Inference on a structural break in trend with fractionally integrated errors (English)
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