Detecting level shifts in time series: misspecification and a proposed solution
File(s): File format is application/pdf http://dallasfed.org/assets/documents/research/papers/1991/wp9109.pdf
Provider: Federal Reserve Bank of Dallas
Part of Series: Working Papers
Publication Date: 1991
Note: Published as: Balke, Nathan S. (1993), "Detecting Level Shifts in Time Series," Journal of Business and Economic Statistics 11 (1): 81-92.