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Joint detection of structural change and nonstationarity in autoregressions

Jean-Yves Pitarakis

Publication Data

Title Joint detection of structural change and nonstationarity in autoregressions
Author Jean-Yves Pitarakis
Contributor
Publisher University of Southampton School of Social Sciences, Economics Division
Publication date 2011
Publication location Southampton
Language English

Descriptive Notes

Cover title.

Topics

Econometrics
Autoregression (Statistics)

Catalogue Data

OBNB ID GBB1B7636
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 13 p.
P1042 Includes bibliographical references.

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Joint detection of structural change and nonstationarity in autoregressions by Jean-Yves Pitarakis. Published by University of Southampton School of Social Sciences, Economics Division in 2011. Publication and catalogue information, links to buy online and reader comments.