A stationarity test in the presence of an unknown number of smooth breaks

Journal of Time Series Analysis

Volumn 27, Issue 3, 2006, Pages 381-409

  Becker, Ralf ^b   Enders, Walter ^a   Lee, Junsoo ^a  

^a UNIVERSITY OF ALABAMA   (United States)

^b UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Fourier approximation; Stationarity tests; Structural breaks

Indexed keywords

EID: 33645693540     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2006.00478.x     Document Type: Article

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