Spurious number of breaks (Q1351720): Difference between revisions
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Property / Wikidata QID: Q61639042 / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/0165-1765(95)00746-6 / rank | |||
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Property / cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis / rank | |||
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Property / cites work: Structural change and unit root econometrics / rank | |||
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Property / cites work: Estimating the number of change-points via Schwarz' criterion / rank | |||
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Latest revision as of 11:11, 27 May 2024
scientific article
Language | Label | Description | Also known as |
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English | Spurious number of breaks |
scientific article |
Statements
Spurious number of breaks (English)
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27 February 1997
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Structural change
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Unit-root
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Model selection
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