Modified tests for a change in persistence (Q135912): Difference between revisions

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-A. M. Robert Taylor
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+MaRDI publication profile
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+W1984394816
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+Normal rank
@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Tests of stationarity against a change in persistence
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+Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
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+Detection of change in persistence of a linear time series
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Tests for a change in persistence against the null of difference‐stationarity
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+Testing for a unit root in time series regression
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+Trend Function Hypothesis Testing in the Presence of Serial Correlation
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