Testing of Unit Roots and other Fractionally Integrated Hypotheses in the Presence of Structural Breaks
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
In: Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Band 2000, Ausgabe 13, 2000
- Keyword
-
Unit Root Test
Strukturbruch
Theorie
Statistischer Test
Strukturbruch
- Event
-
Veröffentlichung
- (where)
-
Berlin
- (who)
-
Humboldt-Universität zu Berlin
- (when)
-
2005
- Creator
- DOI
-
10.18452/3335
- URN
-
urn:nbn:de:kobv:11-10047173
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 10:52 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Gil-Alaña, Luis A.
- Humboldt-Universität zu Berlin
Time of origin
- 2005
Other Objects (12)
Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inflation Rate
U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks
Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks
All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data
Testing of Fractional Cointegration in Macroeconomic Time Series
A Fractionally Integrated Model with a Mean Shift for the U.S. and the U.K. Real Oil Prices
Forecasting the Real Output Using Fractionally Integrated Techniques
A Joint Test of Fractional Cyclic Integration and a Linear Time Trend
Modelling Seasonality with Fractionally Integrated Processes
The Power of the Tests of Robinson (1994) in the Context of Fractionally Integrated Moving Average Models
A Generalized Fractional Time Series Model
Testing Stochastic Cycles in Macroeconomic Time Series
Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inflation Rate
U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks
Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks
All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data
Testing of Fractional Cointegration in Macroeconomic Time Series
A Fractionally Integrated Model with a Mean Shift for the U.S. and the U.K. Real Oil Prices
Forecasting the Real Output Using Fractionally Integrated Techniques
A Joint Test of Fractional Cyclic Integration and a Linear Time Trend
Modelling Seasonality with Fractionally Integrated Processes
The Power of the Tests of Robinson (1994) in the Context of Fractionally Integrated Moving Average Models
A Generalized Fractional Time Series Model
Testing Stochastic Cycles in Macroeconomic Time Series
Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inflation Rate
U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks
Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks
All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data
Testing of Fractional Cointegration in Macroeconomic Time Series
A Fractionally Integrated Model with a Mean Shift for the U.S. and the U.K. Real Oil Prices
Forecasting the Real Output Using Fractionally Integrated Techniques
A Joint Test of Fractional Cyclic Integration and a Linear Time Trend
Modelling Seasonality with Fractionally Integrated Processes
The Power of the Tests of Robinson (1994) in the Context of Fractionally Integrated Moving Average Models
A Generalized Fractional Time Series Model