WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE (Q2847584)

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WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE
scientific article

    Statements

    title
    WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE (English)
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    author
    Mohitosh Kejriwal
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    Pierre Perron
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    Jing Zhou
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    publication date
    11 September 2013
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    zbMATH Keywords
    unit roots
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    stationary regimes
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    sup-Wald test
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F03
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    62M07
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    62E20
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    zbMATH DE Number
    6207392
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