Structural change and the order of integration in univariate time series (Q1827432)
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scientific article; zbMATH DE number 2083438
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| English | Structural change and the order of integration in univariate time series |
scientific article; zbMATH DE number 2083438 |
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Structural change and the order of integration in univariate time series (English)
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6 August 2004
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fractional integration
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structural breaks
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Monte Carlo simulations
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0.8777337074279785
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0.8255969882011414
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0.822494387626648
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0.810424268245697
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0.8030654788017273
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