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LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series - MaRDI portal

LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series

From MaRDI portal
Publication:6620890

DOI10.1080/07350015.2020.1855184zbMATH Open1547.627MaRDI QIDQ6620890

Carlos Velasco, Juan J. Dolado, Heiko Rachinger

Publication date: 17 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)






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