Corrigendum to ``Modified tests for a change in persistence

DOI10.1016/J.JECONOM.2011.11.003zbMATH Open1443.62265OpenAlexW2043653641MaRDI QIDQ527962FDOQ527962

Authors: David I. Harvey, Stephen Leybourne, A. M. Robert Taylor 

Publication date: 12 May 2017

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

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407611002570

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Non-Markovian processes: hypothesis testing (62M07)

Cited In (1)

• Estimating multiple breaks in mean sequentially with fractionally integrated errors

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