Tests for a change in persistence against the null of difference-stationarity
Year of publication: |
2003
|
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Authors: | Leybourne, Stephen James ; Kim, Tae-hwan ; Smith, Vanessa ; Newbold, Paul |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 6.2003, 2, p. 291-311
|
Subject: | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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