Spurious number of breaks (Q1351720): Difference between revisions

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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
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English
Spurious number of breaks
scientific article

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    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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