A note on estimating a structural change in persistence (Q2440469)
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scientific article; zbMATH DE number 6271077
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A note on estimating a structural change in persistence |
scientific article; zbMATH DE number 6271077 |
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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0.8353196978569031
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0.8083743453025818
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0.8083743453025818
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0.7976579666137695
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0.7882022261619568
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