Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes |
scientific article; zbMATH DE number 7534037
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes |
scientific article; zbMATH DE number 7534037 |
Statements
Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (English)
0 references
31 May 2022
0 references
Brownian motion
0 references
LSTAR
0 references
multiple regimes
0 references
parameter constancy
0 references
strong mixing
0 references
structural breaks
0 references
unemployment rates
0 references
unit root
0 references
0 references
0 references
0 references
0.92745656
0 references
0.9212024
0 references
0.9038839
0 references
0.9011289
0 references
0.90098584
0 references
0.8994735
0 references
0.8969585
0 references
