Persistence change tests and shifting stable autoregressions
Stephen J. Leybourne, A. M. Robert Taylor
| Year of publication: |
2006
|
|---|---|
| Authors: | Leybourne, Stephen James ; Taylor, Robert |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 91.2006, 1, p. 44-49
|
| Subject: | Strukturbruch | Structural break | Autokorrelation | Autocorrelation |
| 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/10003314956