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FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS
Author(s) -
Busetti Fabio,
Harvey Andrew
Publication year - 2003
Publication title -
journal of time series analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.576
H-Index - 54
eISSN - 1467-9892
pISSN - 0143-9782
DOI - 10.1111/1467-9892.00297
Subject(s) - series (stratigraphy) , citation , library science , history , econometrics , computer science , economics , geology , paleontology
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