Robust methods for detecting multiple level breaks in autocorrelated time series
type: Item
instance of: scholarly article
title: Robust methods for detecting multiple level breaks in autocorrelated time series
zbMATH Open document ID: 1431.62383
author: David I. Harvey
author: Stephen Leybourne
author: A. M. Robert Taylor
published in: Journal of Econometrics
publication date: 2016-08-04T00:00:00Z
full work available at URL: 10-01.pdf
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6609155
zbMATH Keywords: level breaks
zbMATH Keywords: unit root
zbMATH Keywords: moving means
zbMATH Keywords: long run variance estimation
zbMATH Keywords: robust tests
zbMATH Keywords: breakpoint estimation
MaRDI profile type: Publication
OpenAlex ID: W2006923385
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DOI: 10.1016/J.JECONOM.2010.02.003
description: scientific article; zbMATH DE number 6609155