On the use of Sub‐sample Unit Root Tests to Detect Changes in Persistence (Q5467626)
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scientific article; zbMATH DE number 5026152
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the use of Sub‐sample Unit Root Tests to Detect Changes in Persistence |
scientific article; zbMATH DE number 5026152 |
Statements
On the use of Sub‐sample Unit Root Tests to Detect Changes in Persistence (English)
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24 May 2006
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augmented Dickey-Fuller statistics
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changes in persistence
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rolling test
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recursive test
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