A note on estimating a structural change in persistence
Mohitosh Kejriwal; Pierre Perron
| Year of publication: |
2012
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|---|---|
| Authors: | Kejriwal, Mohitosh ; Perron, Pierre |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 117.2012, 3, p. 932-935
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| Subject: | Schätztheorie | Estimation theory | Strukturwandel | Structural change | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009683385