TESTS FOR SEASONAL DIFFERENCING WITH AN UNKNOWN BREAK‐POINT (Q4354757)
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scientific article; zbMATH DE number 1062049
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TESTS FOR SEASONAL DIFFERENCING WITH AN UNKNOWN BREAK‐POINT |
scientific article; zbMATH DE number 1062049 |
Statements
TESTS FOR SEASONAL DIFFERENCING WITH AN UNKNOWN BREAK‐POINT (English)
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1996
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broken trend
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regular and seasonal unit roots
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structural change
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Wiener process
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Lagrange multiplier tests
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break-point
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