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Alexeev, V and Maynard, A, “Localized level crossing random walk test robust to the presence of structural breaks”, Computational Statistics and Data Analysis, 56 (11) pp. 3322-3344. ISSN 0167-9473 (2012) [Refereed Article] | |
Data Type | Value |
---|---|
Type of Research | Pure Basic Research |
Research Division | Economics |
Research Group | Econometrics |
Research Field | Time-series analysis |
Research Objective Division | Economic Framework |
Research Objective Group | Other economic framework |
Research Objective Field | Other economic framework not elsewhere classified |
Visit Item on eCite | http://ecite.utas.edu.au/68282 |
Digital Object Identifier | doi:10.1016/j.csda.2010.06.026 |
Scopus Source URL | View the full record on Scopus |
Scopus Citing URL | View the list of citing articles on Scopus |
Web of Science® Source URL | View the full record on Web of Science® |
Web of Science® Citing URL | View the list of citing articles on Web of Science® |
Web of Science® Related URL | View the list of related articles on Web of Science® |
Number of Times Cited | 1 |