Structural change and the order of integration in univariate time series

DOI10.1023/B:CSEM.0000022831.31888.27zbMath1066.91080OpenAlexW2005208275MaRDI QIDQ1827432

Luis A. Gil-Alana

Publication date: 6 August 2004

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:csem.0000022831.31888.27

zbMATH Keywords

Monte Carlo simulationsfractional integrationstructural breaks

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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