Structural breaks, unit roots and methods for removing the autocorrelation pattern

DOI10.1016/S0167-7152(00)00023-7zbMath1122.62327OpenAlexW1963633849WikidataQ127027697 ScholiaQ127027697MaRDI QIDQ1573272

Marcelo Bussotti Reyes, Antonio Montanés

Publication date: 10 August 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00023-7

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites Work

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