A note on estimating a structural change in persistence (Q2440469): Difference between revisions
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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
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on estimating a structural change in persistence |
scientific article |
Statements
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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