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Testing for shifts in trend with an integrated or stationary noise component

Author: Pierre Perron; Tomoyoshi Yabu; Institute for Monetary and Economic Studies (Japan)
Publisher: Tokyo : Bank of Japan, 2006.
Series: IMES discussion paper series, no. 2006-E-2.
Edition/Format:   Book : EnglishView all editions and formats
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Genre/Form: Modelos econométricos
Document Type: Book
All Authors / Contributors: Pierre Perron; Tomoyoshi Yabu; Institute for Monetary and Economic Studies (Japan)
OCLC Number: 318281649
Description: 32 p. : il. ; 28 cm.
Series Title: IMES discussion paper series, no. 2006-E-2.
Responsibility: Pierre Perron and Tomoyoshi Yabu.

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