A note on estimating a structural change in persistence (Q2440469): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.econlet.2012.07.020 / rank
 
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Property / cites work: Tests of stationarity against a change in persistence / rank
 
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Property / cites work: STRUCTURAL CHANGE IN AR(1) MODELS / rank
 
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Property / cites work: WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE / rank
 
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Property / cites work: Detecting Multiple Changes in Persistence / rank
 
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Latest revision as of 12:20, 7 July 2024

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A note on estimating a structural change in persistence
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    A note on estimating a structural change in persistence (English)
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    18 March 2014
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    structural change
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    break date
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    persistence
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    unit root
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    autoregressive model
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