Estimating multiple breaks in nonstationary autoregressive models (Q2225018)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimating multiple breaks in nonstationary autoregressive models |
scientific article |
Statements
Estimating multiple breaks in nonstationary autoregressive models (English)
0 references
4 February 2021
0 references
change point
0 references
financial bubble
0 references
least squares estimator
0 references
mildly explosive
0 references
mildly integrated
0 references
0 references
0 references
0 references
0 references