Issues in testing for unit roots in the presence of a structural break, with an application to Eurocurrency interest rates

Bibliographic Details
Main Author: Rew, Alistair G.
Published: University of Reading 2000
Subjects:
330
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.269917
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spelling ndltd-bl.uk-oai-ethos.bl.uk-2699172015-03-19T04:11:14ZIssues in testing for unit roots in the presence of a structural break, with an application to Eurocurrency interest ratesRew, Alistair G.2000330Economic and financial time seriesUniversity of Readinghttp://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.269917Electronic Thesis or Dissertation
collection NDLTD
sources NDLTD
topic 330
Economic and financial time series
spellingShingle 330
Economic and financial time series
Rew, Alistair G.
Issues in testing for unit roots in the presence of a structural break, with an application to Eurocurrency interest rates
author Rew, Alistair G.
author_facet Rew, Alistair G.
author_sort Rew, Alistair G.
title Issues in testing for unit roots in the presence of a structural break, with an application to Eurocurrency interest rates
title_short Issues in testing for unit roots in the presence of a structural break, with an application to Eurocurrency interest rates
title_full Issues in testing for unit roots in the presence of a structural break, with an application to Eurocurrency interest rates
title_fullStr Issues in testing for unit roots in the presence of a structural break, with an application to Eurocurrency interest rates
title_full_unstemmed Issues in testing for unit roots in the presence of a structural break, with an application to Eurocurrency interest rates
title_sort issues in testing for unit roots in the presence of a structural break, with an application to eurocurrency interest rates
publisher University of Reading
publishDate 2000
url http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.269917
work_keys_str_mv AT rewalistairg issuesintestingforunitrootsinthepresenceofastructuralbreakwithanapplicationtoeurocurrencyinterestrates
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