On the use of Sub‐sample Unit Root Tests to Detect Changes in Persistence
From MaRDI portal
Publication:5467626
DOI10.1111/j.1467-9892.2005.00442.xzbMath1091.62089OpenAlexW3124034059MaRDI QIDQ5467626
Publication date: 24 May 2006
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2005.00442.x
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)
Related Items
Cites Work