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Detecting level shifts in time series: misspecification and a proposed solution

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  • Nathan S. Balke

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  • Nathan S. Balke, 1991. "Detecting level shifts in time series: misspecification and a proposed solution," Working Papers 9109, Federal Reserve Bank of Dallas.
    • Handle: RePEc:fip:feddwp:9109
    Note: Published as: Balke, Nathan S. (1993), "Detecting Level Shifts in Time Series," Journal of Business and Economic Statistics 11 (1): 81-92.
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    1. Chen, Chung & Tiao, George C, 1990. "Random Level-Shift Time Series Models, ARIMA Approximations, and Level-Shift Detection," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 83-97, January.
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