Testing stationarity under a permanent variance shift (Q1927446): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.econlet.2003.08.014 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2084122531 / rank | |||
Normal rank |
Revision as of 01:52, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Testing stationarity under a permanent variance shift |
scientific article |
Statements
Testing stationarity under a permanent variance shift (English)
0 references
1 January 2013
0 references
stationarity tests
0 references
integrated processes
0 references
structural breaks
0 references