State-Space Times Series Modeling of Structural Breaks
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- Furkan Emirmahmutoglu & Nezir Kose & Yeliz Yalcin, 2007. "The Kalman filter method for break point estimation in unit root tests," Applied Economics Letters, Taylor & Francis Journals, vol. 15(3), pages 193-198.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2001-03-14 (Econometrics)
- NEP-ETS-2001-02-27 (Econometric Time Series)
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