Wald tests for detecting multiple structural changes in persistence
Year of publication: |
2013
|
---|---|
Authors: | Kejriwal, Mohitosh ; Perron, Pierre ; Zhou, Jing |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 29.2013, 2, p. 289-323
|
Subject: | Theorie | Theory | Statistischer Test | Statistical test | Varianzanalyse | Analysis of variance | Algorithmus | Algorithm | Numerisches Verfahren | Numerical analysis |
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