A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION
Article first published online: 23 OCT 2013
Copyright © 2013 Wiley Publishing Ltd
Journal of Time Series Analysis
Volume 35, Issue 1, pages 40–54, January 2014
How to Cite
Iacone, F., Leybourne, S. J. and Robert Taylor, A. M. (2014), A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION. Journal of Time Series Analysis, 35: 40–54. doi: 10.1111/jtsa.12049
- Issue published online: 16 DEC 2013
- Article first published online: 23 OCT 2013
- Manuscript Accepted: 20 AUG 2013
- Manuscript Revised: 4 JUL 2013
- Manuscript Received: 28 MAR 2013
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