Testing for structural change in a long-memory environment

DOI10.1016/0304-4076(94)01687-9zbMath0834.62084OpenAlexW2104593563MaRDI QIDQ1906291

Peter M. Robinson, Javier Hidalgo

Publication date: 8 April 1996

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)01687-9

zbMATH Keywords

structural changelong-memory errorslong-memory time-seriesnonstochastic and stochastic regressors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

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