Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes
DOI10.1080/07474938.2011.607085zbMATH Open1491.62217OpenAlexW2043281684MaRDI QIDQ5080136FDOQ5080136
Authors: Changli He, Rickard Sandberg 
Publication date: 31 May 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2011.607085
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structural breaksstrong mixingBrownian motionunit rootmultiple regimesunemployment ratesparameter constancyLSTAR
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