EconPapers    
Economics at your fingertips  
 

Testing for Shifts in Trend With an Integrated or Stationary Noise Component

Pierre Perron and Tomoyoshi Yabu

Journal of Business & Economic Statistics, 2009, vol. 27, issue 3, 369-396

Date: 2009
References: Add references at CitEc
Citations: View citations in EconPapers (212)

Downloads: (external link)
http://pubs.amstat.org/doi/abs/10.1198/jbes.2009.07268 full text (application/pdf)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Testing for Shifts in Trend with an Integrated or Stationary Noise Component (2007)
Working Paper: Testing for Shifts in Trend with an Integrated or Stationary Noise Component (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bes:jnlbes:v:27:i:3:y:2009:p:369-396

Ordering information: This journal article can be ordered from
http://www.amstat.org/publications/index.html

Access Statistics for this article

Journal of Business & Economic Statistics is currently edited by Jonathan H. Wright and Keisuke Hirano

More articles in Journal of Business & Economic Statistics from American Statistical Association
Bibliographic data for series maintained by Christopher F. Baum ().

 
Page updated 2024-10-17
Handle: RePEc:bes:jnlbes:v:27:i:3:y:2009:p:369-396