Detecting break in oil price series using the box-tiao method

International Advances in Economic Research

Volumn 3, Issue 2, 1997, Pages 217-224

  Akarca, Ali T ^a   Andrianacos, Dimitri ^b  

^a UNIVERSITY OF ILLINOIS AT CHICAGO   (United States)

^b WESTERN ILLINOIS UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 75949109219     PISSN: 10830898     EISSN: 1573966X     Source Type: Journal    
DOI: 10.1007/BF02294942     Document Type: Article

References (12)

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12. Zellner, A.; Palm, F. "Time Series Analysis and Simultaneous Equation Econometric Models," Journal of Econometrics, 2, 1974, pp. 17-54.