Ratio-based estimators for a change point in persistence
Year of publication: |
2012
|
---|---|
Authors: | Halunga, Andreea G. ; Osborn, Denise R. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 171.2012, 1, p. 24-31
|
Publisher: |
Elsevier |
Subject: | Persistence change | Order of integration | Structural breaks |
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