Tests for A Change in Persistence Against the Null of Difference-Stationarity
Leybourne, Stephen Et al.
Tests for A Change in Persistence Against the Null of Difference-Stationarity J5085 2003 - 2003 - 291-311 V. 06 Issue. 2
Econometrics
Persistence;Structural break;Unit root tests;
Tests for A Change in Persistence Against the Null of Difference-Stationarity J5085 2003 - 2003 - 291-311 V. 06 Issue. 2
Econometrics
Persistence;Structural break;Unit root tests;