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Distinguishing between trend-break models: method and empirical evidence

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Publication:4549732
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DOI10.1111/1368-423X.00061zbMath1021.91049OpenAlexW2137942388MaRDI QIDQ4549732

Chih-Chiang Hsu, Chung-Ming Kuan

Publication date: 28 August 2002

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1368-423x.00061


zbMATH Keywords

statistical methodsmacro-economic modelstime trend models


Mathematics Subject Classification ID

Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)


Related Items (3)

A two‐step procedure for testing partial parameter stability in cointegrated regression models ⋮ A note on tests of partial parameter stability in the cointegrated system ⋮ Sequential Monitoring for Changes in Models with a Polynomial Trend







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