Detection of change in persistence of a linear time series
| Year of publication: |
2000
|
|---|---|
| Authors: | Kim, Jae-Young |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 95.2000, 1, p. 97-116
|
| Publisher: |
Elsevier |