Estimating multiple breaks in nonstationary autoregressive models (Q2225018)
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scientific article; zbMATH DE number 7306303
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimating multiple breaks in nonstationary autoregressive models |
scientific article; zbMATH DE number 7306303 |
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Estimating multiple breaks in nonstationary autoregressive models (English)
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4 February 2021
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change point
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financial bubble
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least squares estimator
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mildly explosive
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mildly integrated
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0.9167485
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0.9037837
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0.8858738
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0.88123983
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0.87654924
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0.87449944
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