Josep Lluís Carrion-i-Silvestre
;
María Dolores Gadea Rivas

testing for multiple level shifts with an integrated or stationary noise component (replication data and code)

We provide the MATLAB code and datasets to replicate the computation that are carried out in the empirical section of the paper

Data and Resources

Suggested Citation

Carrion-i-Silvestre, Josep Lluís; Gadea Rivas, María Dolores (2023): Testing for multiple level shifts with an integrated or stationary noise component (replication data and code). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2023010.1115422270

JEL Codes