Corrigendum to ``Modified tests for a change in persistence

DOI10.1016/J.JECONOM.2011.11.003MaRDI QIDQ527962zbMATHOpenAlexFDO

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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