A simple test on structural change in long-memory time series

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Publication:135940

DOI10.1016/j.econlet.2017.12.007zbMath1397.62290OpenAlexW2772013811MaRDI QIDQ135940

Philipp Sibbertsen, Christian Leschinski, Kai Wenger, Philipp Sibbertsen, Christian Leschinski, Kai Wenger

Publication date: February 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://diskussionspapiere.wiwi.uni-hannover.de/pdf_bib/dp-592.pdf



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