A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component

Journal of Time Series Analysis

Volumn 31, Issue 5, 2010, Pages 305-328

  Kejriwal, Mohitosh ^a   Perron, Pierre ^b  

^a PURDUE UNIVERSITY   (United States)

^b BOSTON UNIVERSITY   (United States)

Author keywords

C22; Feasible GLS; Sequential procedure; Structural breaks; Structural change; Unit root

Indexed keywords

EID: 77955747681     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2010.00666.x     Document Type: Article

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